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 expansionmomentMonte Carlo simulationmultivariate kurtosisnormal approximation

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 3945094 (Why is no real title available?)
• scientific article; zbMATH DE number 1983901 (Why is no real title available?)
• Improved simplified T² test statistics for a mean vector with monotone missing data
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• Kurtosis tests for multivariate normality with monotone incomplete data
• Maximum likelihood estimation for multivariate normal distribution with monotone sample
• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
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• Multivariate skewness and kurtosis measures with an application in ICA
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• On multivariate skewness and kurtosis
• On tests for multivariate normality and associated simulation studies
• On the asymptotic distribution of \(T^2\)-type statistic with two-step monotone missing data
• Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data

Cited in

(4)

• Kurtosis tests for multivariate normality with monotone incomplete data
• Asymptotic expansions for the distributions of some test statistics on multivariate analysis
• To impute or not? Testing multivariate normality on incomplete dataset: revisiting the BHEP test
• Multivariate normality tests with two-step monotone missing data: a critical review with emphasis on the different methods of handling missing values

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