Testing multinormality based on low-dimensional projection (Q1973320): Difference between revisions
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Revision as of 18:37, 19 February 2024
scientific article
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| English | Testing multinormality based on low-dimensional projection |
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Testing multinormality based on low-dimensional projection (English)
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14 December 2000
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The aim of this paper is to construct projection tests for multivariate normality by making use of affine invariant statistics. These statistics can be used for arbitrary dimension \(d\) even in the case when the sample size \(n\leq d\). The construction is essentially based on properties of left-spherical matrix distributions. A practical example is analyzed.
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numerical example
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left-spherical matrix distribution
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Mardia's skewness and kurtosis
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projection test
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testing multinormality
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affine invariant statistics
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