Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808): Difference between revisions

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scientific article; zbMATH DE number 7430921

Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics

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English	Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics	scientific article; zbMATH DE number 7430921	Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics

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instance of

scholarly article

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publication date

15 April 2020

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19 November 2021

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arXiv classification

math.ST

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stat.TH

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Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (English)

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published in

Test

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full work available at URL

https://arxiv.org/abs/2004.07332

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zbMATH Keywords

test for multivariate normality

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weighted $L^2$-statistic

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affine invariance

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consistency

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describes a project that uses

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Two tests for multivariate normality based on the characteristic function

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Harmonic Function Theory

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Stochastic Comparison of Tests

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Goodness-of-fit tests based on the empirical characteristic function

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A consistent test for multivariate normality based on the empirical characteristic function

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Limit distributions for measures of multivariate skewness and kurtosis based on projections

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Limit distributions for Mardia's measure of multivariate skewness

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Empirical Hankel transforms and its applications to goodness-of-fit tests

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The limit distribution of weighted $L^2$-goodness-of-fit statistics under fixed alternatives, with applications

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A Necessary Power Divergence Type Family Tests of Multivariate Normality

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Linear processes in function spaces. Theory and applications

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Adaptive Smoothing and Density-Based Tests of Multivariate Normality

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Multivariate extension of chi-squared univariate normality test

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Testing multivariate normality

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Über eine Eigenschaft der normalen Verteilungsfunktion

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Testing for normality in arbitrary dimension

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Consistency of some tests for multivariate normality

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A nonparametric test for similarity of marginals -- with applications to the assessment of population bioequivalence

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Some Methodological Aspects of Validation of Models in Nonparametric Regression

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Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces

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A new test of multivariate normality by a double estimation in a characterizing PDE

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The non-singularity of generalized sample covariance matrices

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Asymptotic theory for the test for multivariate normality by Cox and Small

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Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis

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A test for normality based on the empirical characteristic function

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A multivariate version of Ghosh's $T_{3}$-plot to detect non-multinormality.

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On tests for multivariate normality and associated simulation studies

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Adaptive goodness-of-fit tests in a density model

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Computation of multivariate normal and $t$ probabilities

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Tests of Normality of Functional Data

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Q5690469

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Integral transform methods in goodness-of-fit testing. I: The gamma distributions

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A note on Srivastava and Hui's tests of multivariate normality

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New tests for multivariate normality based on Small's and Srivastava's graphical methods

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A Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normality

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A class of invariant consistent tests for multivariate normality

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On Mardia’s kurtosis test for multivariate normality

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The asymptotic behavior of a variant of multivariate kurtosis

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Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely

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Extreme smoothing and testing for multivariate normality

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A new approach to the BHEP tests for multivariate normality

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Invariant tests for multivariate normality: A critical review

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A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function

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CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS

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Testing for normality in any dimension based on a partial differential equation involving the moment generating function

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On a test of normality based on the empirical moment generating function

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A graphical method for assessing multivariate normality

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Q4784427

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Global power functions of goodness of fit tests.

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A power study of goodness-of-fit tests for multivariate normality implemented in R

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An Explicit Representation of a Stationary Gaussian Process

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Tests of multinormality based on location vectors and scatter matrices

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A one-sample test for normality with kernel methods

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A robustified Jarque-Bera test for multivariate normality

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Likelihood ratio tests for multivariate normality

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Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework

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Normality test for multivariate conditional heteroskedastic dynamic regression models

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Maximum entropy test for GARCH models

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A $t$-distribution plot to detect non-multinormality.

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Testing multinormality based on low-dimensional projection

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Characterization-based Q--Q plots for testing multinormality

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A powerful affine invariant test for multivariate normality based on interpoint distances of principal components

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A new large sample goodness of fit test for multivariate normality based on chi squared probability plots

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Approximations to most powerful invariant tests for multinormality against some irregular alternatives

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Spherical harmonics in quadratic forms for testing multivariate normality

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Measures of multivariate skewness and kurtosis with applications

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On Srivastava's multivariate sample skewness and kurtosis under non-normality

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Strict definiteness of integrals via complete monotonicity of derivatives

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An Appraisal and Bibliography of Tests for Multivariate Normality

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A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality

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Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions

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Chi-square tests for multivariate normality with application to common stock prices

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Proof of a conjecture by Walter Deuber concerning the distances between points of two types in $R^d$

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Q4281444

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Analysis of spherical symmetries in Euclidean spaces

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Approximation of the power of kurtosis test for multinormality.

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Asymptotic Efficiency of Nonparametric Tests

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Q5290218

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On a Heuristic Method of Test Construction and its use in Multivariate Analysis

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On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests

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On the choice of the smoothing parameter for the BHEP goodness-of-fit test

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A new test for multivariate normality by combining extreme and nonextreme BHEP tests

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On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests

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Q4427515

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Tests for multivariate normality based on canonical correlations

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A Generalization of Shapiro–Wilk's Test for Multivariate Normality

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Identifiers

arXiv ID

2004.07332

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Mathematics Subject Classification ID

62H15

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62G20

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zbMATH Open document ID

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10.48550/ARXIV.2004.07332

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10.1007/S11749-020-00740-0

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Sitelinks

Mathematics(1 entry)

mardi Publication:135808

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-.1007/s11749-020-00740-0
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+.48550/ARXIV.2004.07332
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+.1007/S11749-020-00740-0
@@ Property / DOI: 10.1007/S11749-020-00740-0 / rank @@
+Normal rank