Title of article
A Necessary Test of Goodness of Fit for Sphericity
Author/Authors
Fang، نويسنده , , K.T. and Zhu، نويسنده , , L.X. and Bentler، نويسنده , , P.M.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1993
Pages
22
From page
34
To page
55
Abstract
A p × 1 random vector x is said to have a spherical distribution, if for every p × p orthogonal matrix Q, x and Qx have the same distribution. In this paper, some nonparametric goodness of fit Wilcoxon-type tests for sphericity are proposed. Some results on the limiting distributions of the statistics are obtained. These results provide a theoretical basis for a necessary test of sphericity.
Journal title
Journal of Multivariate Analysis
Serial Year
1993
Journal title
Journal of Multivariate Analysis
Record number
1556963
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