Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10049860" target="_blank" >RIV/00216208:11320/10:10049860 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions
Original language description
Goodness-of-fit tests are proposed for the skew-normal law in arbitrary dimension. In the bivariate case the proposed tests utilize the fact that the moment-generating function of the skew-normal variable is quite simple and satisfies a partial differential equation of the first order. This differential equation is estimated from the sample and the test statistic is constructed as an L2-type distance measure incorporating this estimate. Extension of the procedure to dimension greater than two is suggested whereas an effective bootstrap procedure is used to study the behaviour of the new method with real and simulated data.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Project
<a href="/en/project/GA201%2F08%2F0486" target="_blank" >GA201/08/0486: Statistical analysis of functional random variable and its applications</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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