جلد 19، شماره 2 - ( 9-1399 )                   جلد 19 شماره 2 صفحات 119-131 | برگشت به فهرست نسخه ها


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Darijani S, Zakerzadeh H, Torabi H. On the Canonical-Based Goodness-of-fit Tests for Multivariate Skew-Normality. JIRSS. 2020; 19 (2) :119-131
URL: http://jirss.irstat.ir/article-1-658-fa.html
On the Canonical-Based Goodness-of-fit Tests for Multivariate Skew-Normality. پژوهشنامه انجمن آمار ایران. 1399; 19 (2) :119-131

URL: http://jirss.irstat.ir/article-1-658-fa.html


چکیده:   (283 مشاهده)

It is well-known that the skew-normal distribution can provide an alternative model to the normal distribution for analyzing asymmetric data. The aim of this paper is to propose two goodness-of-fit tests for assessing whether a sample comes from a multivariate skew-normal (MSN) distribution. We address the problem of multivariate skew-normality goodness-of-fit based on the empirical Laplace transform and empirical characteristic function, respectively, using the canonical form of the MSN distribution. Applications with Monte Carlo simulations and real-life data examples are reported to illustrate the usefulness of the new tests.

     
نوع مطالعه: Original Paper | موضوع مقاله: 62Hxx: Multivariate analysis
دریافت: 1398/12/15 | پذیرش: 1399/4/28 | انتشار: 1399/9/21

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