Multivariate extension of chi-squared univariate normality test
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Cites work
- An analysis of variance test for normality (complete samples)
- An Appraisal and Bibliography of Tests for Multivariate Normality
- Applied Multivariate Analysis
- Measures of multivariate skewness and kurtosis with applications
- On optimal and data-based histograms
- On tests for multivariate normality and associated simulation studies
- Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
Cited in
(33)- Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
- A chi-square test for dimensionality with non-Gaussian data
- An alternative discrete skew Laplace distribution
- Bayesian test of normality versus a Dirichlet process mixture alternative
- Robust modified classical spherical tests in the presence of outliers
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
- Test for conditional odds ratio in matching pairs inverse sampling design
- A necessary Bayesian nonparametric test for assessing multivariate normality
- VDR conditional tests for multivariate normality
- New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study
- scientific article; zbMATH DE number 4201409 (Why is no real title available?)
- Plotting squared radii: improving thex2approximation
- Testing for a class of bivariate exponential distributions
- Chi-Square Tests for Overdispersion with Multiparameter Estimates
- scientific article; zbMATH DE number 4024512 (Why is no real title available?)
- A test for multivariate structure
- Chi-Square quantile-based multivariate variance monitoring for individual observations
- Extension of the univariate normality test based on quantil-quantil correlation coefficient for the multivariate dimension
- Testing normality based on new entropy estimators
- Goodness-of-fit tests for centralized Wishart processes
- Proposition of new alternative tests adapted to the traditional T2 test
- A powerful affine invariant test for multivariate normality based on interpoint distances of principal components
- A Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normality
- A new large sample goodness of fit test for multivariate normality based on chi squared probability plots
- A necessary power divergence-type family of tests for testing elliptical symmetry
- Modified entropy estimators for testing normality
- A necessary power divergence type family tests of multivariate normality
- Proposition and validation of multivariate tests of independence between two groups of variables
- On new robust tests for the multivariate normal mean vector with high-dimensional data and applications
- Are You All Normal? It Depends!
- A fortune cookie problem: A test for nominal data whether two samples are from the same population of equally likely elements
- Robust computationally intensive and asymptotic tests for compound symmetry structure
- Data transformation for confidence interval improvement: an application to the estimation of stress-strength model reliability
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