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

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
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. 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. (en)
Title	Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions (en)
skos:prefLabel	Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions (en)
skos:notation	RIV/00216208:11320/10:10049860!RIV11-GA0-11320___
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA201/08/0486), Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika	4
http://linked.open...vai/riv/dodaniDat	2011
http://linked.open...aciTvurceVysledku	Hlávka, Zdeněk
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Matematicko-fyzikální fakulta
http://linked.open...dnocenehoVysledku	260893
http://linked.open...ai/riv/idVysledku	RIV/00216208:11320/10:10049860
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Distributions; Skew-Normal; Multivariate; and; Bivariate; for; Tests; Goodness-of-Fit (en)
http://linked.open.../riv/klicoveSlovo	Multivariate for Tests and Distributions Bivariate Goodness-of-Fit Skew-Normal
http://linked.open...odStatuVydavatele	GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV	[0D4B72243055]
http://linked.open...i/riv/nazevZdroje	Scandinavian Journal of Statistics
http://linked.open...in/vavai/riv/obor	BA
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Statistical analysis of functional random variable and its applications
http://linked.open...UplatneniVysledku	2010
http://linked.open...v/svazekPeriodika	37
http://linked.open...iv/tvurceVysledku	Hlávka, Zdeněk Meintanis, Simos
http://linked.open...ain/vavai/riv/wos	000284067000010
http://linked.open...n/vavai/riv/zamer	Metody moderní matematiky a jejich aplikace
issn	0303-6898
number of pages	14 (xsd:int)
http://localhost/t...ganizacniJednotka	11320

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