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
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.