A New Test for Multivariate Normality and Homoscedasticity

DOI10.2307/1267983zbMath0466.62044OpenAlexW4238348497MaRDI QIDQ3918910

Douglas M. Hawkins

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/1267983

zbMATH Keywords

discriminant analysishomoscedasticityAnderson-Darling statistictesting normality

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Related Items (18)

Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies ⋮ A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic ⋮ An Appraisal and Bibliography of Tests for Multivariate Normality ⋮ A powerful affine invariant test for multivariate normality based on interpoint distances of principal components ⋮ Some empirical distribution function tests for multivariate normality ⋮ Tests of homoscedasticity, normality, and missing completely at random for incomplete multivariate data ⋮ A simulation study of imputation techniques in linear quadratic and kernel discriminant analyses ⋮ A statistical method for the serial comparison of vector cardiograms ⋮ Testing multinormality based on low-dimensional projection ⋮ Testing multivariate normality in incomplete data of small sample size ⋮ Assessing the pattern of covariance matrices via an augmentation multiple testing procedure ⋮ Missing data mechanisms and homogeneity of means and variances-covariances ⋮ A MANOVA test for multivariate lognormal observations with a spike at zero, with application to ecological niches of South Africa ⋮ A density based empirical likelihood approach for testing bivariate normality ⋮ Data-driven sensitivity analysis to detect missing data mechanism with applications to structural equation modelling ⋮ A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality ⋮ A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic ⋮ Goodness-of-fit analysis for multivariate normality based on generalized quantiles.

This page was built for publication: A New Test for Multivariate Normality and Homoscedasticity