Goodness-of-Fit Tests for Multivariate Distributions

DOI10.1080/03610920600628999zbMath1106.62062OpenAlexW2060438715MaRDI QIDQ3424161

Barış Sürücü

Publication date: 15 February 2007

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

Full work available at URL: https://doi.org/10.1080/03610920600628999

zbMATH Keywords

correlationtablesspacingskurtosisgoodness-of-fitmultivariate normalityskewnessnon-normal distributionsFisher iris data

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Related Items (11)

New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study ⋮ A statistical test for the hypothesis of Gaussian random function ⋮ Testing normality in any dimension by Fourier methods in a multivariate Stein equation ⋮ An affine invariant multiple test procedure for assessing multivariate normality ⋮ Multiple linear regression model with stochastic design variables ⋮ Asymptotic theory for the test for multivariate normality by Cox and Small ⋮ Mahalanobis distance under non-normality ⋮ A new goodness of fit test for multivariate normality ⋮ Goodness-of-fit tests for multivariate Laplace distributions ⋮ A \texttt{JAVA} program for the multivariate \(Z_{p}\) and \(C_{p}\) tests and its application ⋮ Estimation in bivariate nonnormal distributions with stochastic variance functions

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• An Appraisal and Bibliography of Tests for Multivariate Normality
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