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I'm reading this article and I am wondering how the authors obtained this test statistic!

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I need to find out how they have done this! Edit: in this article Mr. Feng just says that We propose this Statistic! And says nothing! I understand That this test has better performance in simulation and real data! But I need to know What is the main Idea of this test! Which calculation can leads to such test! thanks again.

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  • $\begingroup$ I think you need to clarify what your specific question is, what do you understand? what don't you understand? $\endgroup$
    – Jonathan Lisic
    Commented Jan 25, 2016 at 13:44
  • $\begingroup$ @JonathanLisic Thanks! In the article there isn't any points to Calculation method that leads to such test; I need something like a proof! thanks. $\endgroup$
    – SirSaleh
    Commented Jan 25, 2016 at 13:52

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