Nonparametric Monte Carlo tests for multivariate distributions
多元分布的非参数蒙特卡洛检验
In this paper, nonparametric Monte Carlo test procedures are proposed for composite hypotheses in which the multivariate distribution belongs to a nonparametric family. When a random variable is, in distribution, equal to a product of two independent variables, Monte Carlo simulations can be performed conditionally on one of the variables. They can be applied to testing several commonly used distributions including elliptically symmetric, reflectively symmetric,…