A class of invariant consistent tests for multivariate normality

From MaRDI portal
Revision as of 23:26, 29 January 2024 by Import240129110155 (talk | contribs) (Created automatically from import240129110155)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3978078

DOI10.1080/03610929008830400zbMath0738.62068OpenAlexW1970957555MaRDI QIDQ3978078

Norbert Henze, Bernd Zirkler

Publication date: 25 June 1992

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830400




Related Items (98)

Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statisticsIsochronous Gaussian Sampling: From Inception to ImplementationOn energy tests of normalityMatrix sketching for supervised classification with imbalanced classesTesting multivariate distributions in GARCH modelsNew invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation studyA Necessary Power Divergence Type Family Tests of Multivariate NormalityLikelihood ratio tests of correlated multivariate samplesBayesian Neural Networks for Selection of Drug Sensitive GenesA new approach to the BHEP tests for multivariate normalitySurveillance of the covariance matrix of multivariate nonlinear time seriesLikelihood ratio tests for multivariate normalityEncoded value-at-risk: a machine learning approach for portfolio risk measurementGoodness-of-fit tests based on the empirical characteristic functionAnalyzing Mean Profiles of Nonnormal PopulationsExtreme smoothing and testing for multivariate normalityAn Appraisal and Bibliography of Tests for Multivariate NormalityTwo methods of conjoint summands of generating bivariate and trivariate normal pseudo-random numbersA robustified Jarque-Bera test for multivariate normalityA powerful affine invariant test for multivariate normality based on interpoint distances of principal componentsA Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normalityA new large sample goodness of fit test for multivariate normality based on chi squared probability plotsA measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional marketMultivariate normality test using normalizing transformation for Mardia’s multivariate kurtosisTesting normality via a distributional fixed point property in the Stein characterizationDependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionalsOn Mardia’s kurtosis test for multivariate normalityA necessary Bayesian nonparametric test for assessing multivariate normalityEnergy statistics: a class of statistics based on distancesThe limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applicationsComparing large-sample maximum Sharpe ratios and incremental variable testingA general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical familiesPermutation based testing on covariance separabilityGoodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's methodA one-sample test for normality with kernel methodsTesting normality in any dimension by Fourier methods in a multivariate Stein equationN-distance tests for a composite hypothesis of goodness of fitTests of Normality of Functional DataVisual assessment of matrix‐variate normalityAre You All Normal? It Depends!Central limit theorems for classical multidimensional scalingOn the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit testsTesting normality of data on a multivariate gridOn the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normalityAn affine invariant multiple test procedure for assessing multivariate normalityAsymptotics and practical aspects of testing normality with kernel methodsThe use of isotones for comparing tests of normality against skew normal distributionsEstimation and order selection for multivariate exponential power mixture modelsOn the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt testsA new functional statistic for multivariate normalityAdaptive Lasso for vector Multiplicative Error ModelsAsymptotic theory for the test for multivariate normality by Cox and SmallDetecting diagnostic accuracy of two biomarkers through a bivariate log-normal ROC curveEmpirical‐distribution‐function goodness‐of‐fit tests for discrete modelsCHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELSGoodness-of-fit tests for multivariate stable distributions based on the empirical characteristic functionNew spatial decomposition method for accurate, mesh-independent agglomeration predictions in particle-laden flowsParameter estimation for partially observable systems subject to random failureOn the choice of the smoothing parameter for the BHEP goodness-of-fit testNew tests for multivariate normality based on Small's and Srivastava's graphical methodsSome new tests for normality based on U-processesA new test for multivariate normalityExact confidence interval estimation for the difference in diagnostic accuracy with three ordinal diagnostic groupsChecking the adequacy of the multivariate semiparametric location shift modelOn the Finite Sample Behavior of Fixed Bandwidth Bickel–Rosenblatt Test for Univariate and Multivariate UniformityA new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating functionCalibrated model-based evidential clustering using bootstrappingTesting for normality in any dimension based on a partial differential equation involving the moment generating functionA Generalization of Shapiro–Wilk's Test for Multivariate NormalityOn tests for multivariate normality and associated simulation studiesTests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statisticsAgricultural Insurance Ratemaking: Development of a New Premium PrincipleTwo tests for multivariate normality based on the characteristic functionNormality Test Based on a Truncated Mean CharacterizationA density based empirical likelihood approach for testing bivariate normalityA goodness-of-fit test for elliptical distributions with diagnostic capabilitiesDiagnostic tests for the distribution of random effects in multivariate mixed effects modelsMultivariate goodness-of-fit tests based on Wasserstein distanceOn the Estimation of Integrated Covariance Functions of Stationary Random FieldsOptimal tests for no contamination in symmetric multivariate normal mixturesMultivariate goodness-of-fit tests based on kernel density estimatorsShortcomings of generalized affine invariant skewness measuresA MATLAB package for multivariate normality testSequential fixed accuracy estimation for nonstationary autoregressive processesMultivariate normality test based on kurtosis with two-step monotone missing dataA powerful test for multivariate normalityAn Efficient Method for Mitigating Longevity Value-at-RiskA Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normalityLimiting behavior of the ICF test for normality under Gram-Charlier alternativesSub-dimensional Mardia measures of multivariate skewness and kurtosisA multivariate empirical characteristic function test of independence with normal marginalsOn automatic kernel density estimate-based tests for goodness-of-fitUnnamed ItemInvariant tests for multivariate normality: A critical reviewA new flexible class of omnibus tests for exponentialityStudent's-\(t\) process with spatial deformation for spatio-temporal dataTests for multinormality with applications to time seriesSimulation Study on Improved Shapiro–Wilk Tests for Normality



Cites Work


This page was built for publication: A class of invariant consistent tests for multivariate normality