A New Test for Multivariate Normality and Homoscedasticity

DOI10.2307/1267983MaRDI QIDQ3918910zbMATH OpenOpenAlexFDO

Authors Douglas M. Hawkins

Publication date 1981

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

zbMATH Keywords

Anderson-Darling statisticdiscriminant analysishomoscedasticitytesting normality

Mathematics Subject Classification ID

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

Cited in

(21)

• A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic
• Goodness-of-fit analysis for multivariate normality based on generalized quantiles.
• Testing multinormality based on low-dimensional projection
• Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies
• A MANOVA test for multivariate lognormal observations with a spike at zero, with application to ecological niches of South Africa
• A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic
• Some empirical distribution function tests for multivariate normality
• A statistical method for the serial comparison of vector cardiograms
• An Appraisal and Bibliography of Tests for Multivariate Normality
• A simulation study of imputation techniques in linear quadratic and kernel discriminant analyses
• A density based empirical likelihood approach for testing bivariate normality
• A powerful affine invariant test for multivariate normality based on interpoint distances of principal components
• 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
• Tests of homoscedasticity, normality, and missing completely at random for incomplete multivariate data
• Testing of two-dimensional Gaussian processes by sample cross-covariance function
• Examining missing data mechanisms via homogeneity of parameters, homogeneity of distributions, and multivariate normality
• Tests of missing completely at random based on sample covariance matrices
• 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

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