Multivariate normality test based on kurtosis with two-step monotone missing data

DOI10.1016/J.JMVA.2021.104824MaRDI QIDQ2062776zbMATH OpenOpenAlexFDO

Authors Eri Kurita, Takashi Seo

Publication date 3 January 2022

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2021.104824

zbMATH Keywords

asymptotic expansionnormal approximationMonte Carlo simulationmomentmultivariate kurtosis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Missing data (62D10)

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Cites work

• scientific article; zbMATH DE number 3945094 (Why is no real title available?)
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• Kurtosis tests for multivariate normality with monotone incomplete data
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• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
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• Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data

Cited in

(1)

• Kurtosis tests for multivariate normality with monotone incomplete data

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