Abstract
In this chapter, we construct statistical tests based on the theory of \(\mathfrak{N}\)-distances. We consider a multivariate two-sample test, a test to determine if two distributions belong to the same additive type, and tests for multivariate normality with unknown mean and covariance matrix.
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References
Kovalenko IN (1960) On reconstruction of the additive type of distribution by a successive run of independent experiments. In: Proceedings of all-union meeting on probability theory and math statistics, Yerevan
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Rachev, S.T., Klebanov, L.B., Stoyanov, S.V., Fabozzi, F.J. (2013). Some Statistical Tests Based on \(\mathfrak{N}\)-Distances. In: The Methods of Distances in the Theory of Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-4869-3_24
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DOI: https://doi.org/10.1007/978-1-4614-4869-3_24
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Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4614-4868-6
Online ISBN: 978-1-4614-4869-3
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