论文标题
多元正态性测试带有副熵
Multivariate Normality Test with Copula Entropy
论文作者
论文摘要
在本文中，我们提出了基于副熵的多元正态性测试。测试统计量定义为具有相同协方差的未知分布和高斯分布之间的偏差。基于Copula熵的非参数估计量提供了测试统计量的估计量。进行了两个模拟实验，以将提出的测试与现有测试进行比较。实验结果表明我们的测试比其他测试的优势。
In this paper, we proposed a multivariate normality test based on copula entropy. The test statistic is defined as the difference between the copula entropies of unknown distribution and the Gaussian distribution with same covariances. The estimator of the test statistic is presented based on the nonparametric estimator of copula entropy. Two simulation experiments were conducted to compare the proposed test with the five existing ones. Experiment results show the advantage of our test over the others.
