A class of invariant procedures for assessing multivariate normality

DOI10.1093/BIOMET/69.2.423MaRDI QIDQ3957785zbMATH OpenOpenAlexFDO

Authors James A. Koziol

Publication date 1982

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/69.2.423

zbMATH Keywords

Cramer-von Mises type statisticgeneralized Mahalanobis distanceinvariant proceduresKolmogorov-SmirnovMonte Carlo simulation of finite sample distributionmultivariate normalityweak convergence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Multivariate distribution of statistics (62H10)

Cited in

(25)

• A consistent test for multivariate normality based on the empirical characteristic function
• Data driven smooth tests for bivariate normality
• Extreme smoothing and testing for multivariate normality
• Goodness-of-fit analysis for multivariate normality based on generalized quantiles.
• A measure of multivariate kurtosis for the identification of the dynamics of a N-dimensional market
• Robust distances for outlier-free goodness-of-fit testing
• Invariant tests for multivariate normality: A critical review
• On exchangeable sampling distributions for uncontrolled data
• Testing multinormality based on low-dimensional projection
• Student's-\(t\) process with spatial deformation for spatio-temporal data
• Some Applications of Läuter's Technique in Tests for Spherical Symmetry
• A correlation type procedure for assessing multivariate normality
• Assessing multivariate normality: a compendium
• A note on the asymptotic distribution of mardia's measure of multivariate kurtosis
• Some empirical distribution function tests for multivariate normality
• A class of invariant consistent tests for multivariate normality
• Critical values and powers for tests of uniformity of directions under multivariate normality
• A New Graphical Test for Multivariate Normality
• An Appraisal and Bibliography of Tests for Multivariate Normality
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• Tests of multinormality based on location vectors and scatter matrices
• Conformal normal curvature and detection of masked observations in multivariate null intercept measurement error models
• Modified models and simulations for estimating dynamic functional connectivity in resting state functional magnetic resonance imaging
• Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
• ATM: an aggregation test of moments approach for assessing high-dimensional normality

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