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A Necessary Test of Goodness of Fit for Sphericity

✍ Scribed by K.T. Fang; L.X. Zhu; P.M. Bentler

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
519 KB
Volume
45
Category
Article
ISSN
0047-259X

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✦ Synopsis

A (p \times 1) random vector (\mathbf{x}) is said to have a spherical distribution, if for every (p \times p) orthogonal matrix (\mathbf{Q}, \mathbf{x}) and (\mathbf{Q x}) have the same distribution. In this paper, some nonparametric goodness of rit 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. ' 1993 Academic Press. Inc.

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