An empirical goodness-of-fit test for multivariate distributions
نویسندگان
چکیده
منابع مشابه
An empirical goodness-of-fit test for multivariate distributions
An empirical test is presented by which one may determine whether a specified multivariate probability model is suitable to describe the underlying distribution of a set of observations. This test is based on the premise that, given any probability distribution, the Mahalanobis distances corresponding to data generated from that distribution will likewise follow a distinct distribution that can...
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ژورنال
عنوان ژورنال: Journal of Applied Statistics
سال: 2013
ISSN: 0266-4763,1360-0532
DOI: 10.1080/02664763.2013.780160