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

DOI10.1080/0094965042000193233zbMath1096.62058OpenAlexW2127380533MaRDI QIDQ5489319

Christopher J. Mecklin, Daniel J. Mundfrom

Publication date: 25 September 2006

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0094965042000193233

zbMATH Keywords

empirical characteristic functiongoodness-of-fitpower comparisonMardia's skewness and kurtosis

Mathematics Subject Classification ID

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