论文标题
一种用于椭圆家族的多元合适测试的蒙特卡洛方法
A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
论文作者
论文摘要
引入了一种构建多元拟合优度测试的一般且相对简单的方法。提出的测试应用于椭圆分布。该方法基于概率分布通过其特征函数的表征。研究了新测试统计的一致性和其他极限属性。同样，在一项模拟研究中，将提出的测试与早期以及更新的竞争对手进行了比较。
A general and relatively simple method for construction of multivariate goodness-of-fit tests is introduced. The proposed test is applied to elliptical distributions. The method is based on a characterization of probability distributions via their characteristic function. The consistency and other limit properties of the new test statistics are studied. Also in a simulation study the proposed tests are compared with earlier as well as more recent competitors.
