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Cressie–Read Power-Divergence Statistics for Non-Gaussian Vector Stationary Processes

✍ Scribed by HIROAKI OGATA; MASANOBU TANIGUCHI


Book ID
111008912
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
594 KB
Volume
36
Category
Article
ISSN
0303-6898

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Nonparametric Approach for Non-Gaussian
✍ Masanobu Taniguchi; Madan L. Puri; Masao Kondo 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 743 KB

Suppose that [z(t)] is a non-Gaussian vector stationary process with spectral density matrix f (\*). In this paper we consider the testing problem H: ? &? K[ f (\*)] d\*=c against A: ? &? K[ f (\*)] d\*{c, where K[ } ] is an appropriate function and c is a given constant. For this problem we propose