摘要
In this paper, some test statistics of skewness and kurtosis based on Projection Pursuit technique are proposed for the testing problem of elliptical symmetry of a high-dimensional distribution, the limiting distributions of the test statistics are derived under the null hypothesis and under any fixed alternatives. The asymptotic properties of Bootstrap approximation are investigated. Furthermore, for computational reasons, the Number theoretic method is used in approximation for the statistics. Several simulation experiments are performed.
In this paper, some test statistics of skewness and kurtosis based on Projection Pursuit technique are proposed for the testing problem of elliptical symmetry of a high-dimensional distribution, the limiting distributions of the test statistics are derived under the null hypothesis and under any fixed alternatives. The asymptotic properties of Bootstrap approximation are investigated. Furthermore, for computational reasons, the Number theoretic method is used in approximation for the statistics. Several simulation experiments are performed.
