A Necessary Test of Goodness of Fit for Sphericity

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.

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Year of publication:	1993
Authors:	Fang, K. T. ; Zhu, L. X. ; Bentler, P. M.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 45.1993, 1, p. 34-55
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153095