论文标题

彩色数据的多元正态测试

Multivariate Normality test for colored data

论文作者

Elbouch, Sara, Michel, Olivier, Comon, Pierre

论文摘要

当将多元峰度的性能应用于有或没有自动回火前的彩色数据时,并在较低尺寸的随机子空间上应用。计算机实验证明了在所有情况下,都考虑到计算正态测试功能的过程颜色的重要性。

Performances of the Multivariate Kurtosis are investigated when applied to colored data, with or without Auto-Regressive pre-whitening, and with or without projection onto a lower-dimensional random subspace. Computer experiments demonstrate the importance of taking into account the possible color of the process in calculating the power of the normality test, in all the scenarios.

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