A test of multivariate normality based on likelihood functions

DOI10.5351/KJAS.2002.15.2.223MaRDI QIDQ4920003zbMATH OpenFDO

Authors In-Kwon Yeo

Publication date 15 May 2013

Published in Korean Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5351/KJAS.2002.15.2.223

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(11)

• Testing normality in mixed models using a transformation method
• Univariate likelihood projections and characterizations of the multivariate normal distribution
• Robust multivariate transformations to normality: constructed variables and likelihood ratio tests
• A MANOVA test for multivariate lognormal observations with a spike at zero, with application to ecological niches of South Africa
• A novel normality test using an identity transformation of the Gaussian function
• Testing multivariate normality using several samples: applications techniques
• INFLUENCE FUNCTION OF THE LIKELIHOOD RATIO TEST STATISTIC FOR MULTIVARIATE NORMAL SAMPLE
• Likelihood ratio tests for multivariate normality
• scientific article; zbMATH DE number 954486 (Why is no real title available?)
• Tests of multinormality based on location vectors and scatter matrices
• A new functional statistic for multivariate normality

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