A Matlab package for multivariate normality test

DOI10.1080/00949655.2013.808638MaRDI QIDQ5220711zbMATH OpenOpenAlexFDO

Authors Chun-Chao Wang

Publication date 27 March 2020

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

Full work available at URL https://doi.org/10.1080/00949655.2013.808638

zbMATH Keywords

multivariate normalityMonte Carlo simulationgraphical user interface

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Hypothesis testing in multivariate analysis (62H15)

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• A Bivariate Model for the Distribution of √b 1 and b 2
• A Generalization of Shapiro–Wilk's Test for Multivariate Normality
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• A Test for Normality of Observations and Regression Residuals
• A Test of Goodness of Fit
• A class of invariant consistent tests for multivariate normality
• A new functional statistic for multivariate normality
• A new test for multivariate normality
• A power study of goodness-of-fit tests for multivariate normality implemented in R
• An affine invariant multiple test procedure for assessing multivariate normality
• An analysis of variance test for normality (complete samples)
• Measures of multivariate skewness and kurtosis with applications
• On tests for multivariate normality and associated simulation studies
• Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
• Statistical Applications of the Multivariate Skew Normal Distribution

Cited in

(3)

• A \texttt{JAVA} program for the multivariate \(Z_{p}\) and \(C_{p}\) tests and its application
• TMVN
• Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics

Describes a project that uses

Uses Software

• HZmvntest
• AnDartest
• mvShapiroTest
• Matlab

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