Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics (Q135808)
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scientific article; zbMATH DE number 7430921
- Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
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| English | Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics |
scientific article; zbMATH DE number 7430921 |
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15 April 2020
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19 November 2021
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Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics (English)
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test for multivariate normality
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weighted \(L^2\)-statistic
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affine invariance
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consistency
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0.8696736097335815
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0.8677263259887695
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0.8400845527648926
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0.8294172286987305
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Norbert Henze
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