Some new tests for multivariate normality (Q2641040)
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scientific article; zbMATH DE number 4189020
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| English | Some new tests for multivariate normality |
scientific article; zbMATH DE number 4189020 |
Statements
Some new tests for multivariate normality (English)
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1991
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For testing goodness of fit to a parametric family the authors present a set of statistics which includes some of the tests for multivariate normality known from the literature. The asymptotic theory of the statistics is obtained. The authors also present two specific new tests for bivariate normality and a simulation study of their performance.
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Mardia's measure of multivariate kurtosis
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Moore and Stubblebine's test
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testing goodness of fit
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parametric family
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tests for multivariate normality
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new tests for bivariate normality
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simulation study
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0.8876654505729675
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0.8723224401473999
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0.8572887778282166
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0.8554775714874268
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0.8546435236930847
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