On tests for multivariate normality and associated simulation studies
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Recommendations
- Performance of R and Royston multivariate normality tests evaluated by Monte Carlo simulation
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
- Testing multivariate normality by simulation
- A Generalization of Shapiro–Wilk's Test for Multivariate Normality
- Some new tests for multivariate normality
Cites work
- A Bivariate Model for the Distribution of √b 1 and b 2
- A class of invariant consistent tests for multivariate normality
- A comparative study of goodness-of-fit tests for multivariate normality
- A consistent test for multivariate normality based on the empirical characteristic function
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
- A multivariate Kolmogorov-Smirnov test of goodness of fit
- A simple test for normality against asymmetric alternatives
- A test for normality against symmetric alternatives
- A test for normality based on the empirical characteristic function
- A test of p-variate normality
- An analysis of variance test for normality (complete samples)
- An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
- An omnibus test for normality for small samples
- Consistency of some tests for multivariate normality
- Data driven smooth tests for bivariate normality
- Estimation of Location and Scale Parameters by Order Statistics from Singly and Doubly Censored Samples
- Generalized quantile processes
- Goodness-of-fit analysis for multivariate normality based on generalized quantiles.
- scientific article; zbMATH DE number 3976122 (Why is no real title available?)
- scientific article; zbMATH DE number 3393603 (Why is no real title available?)
- Measures of multivariate skewness and kurtosis with applications
- On assessing multivariate normality based on Shapiro-Wilk W statistic
- Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
- The Distribution of Chi-Square
- The rank transformation as a method of discrimination with some examples
Cited in
(27)- A Generalization of Shapiro–Wilk's Test for Multivariate Normality
- Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
- A robustified Jarque-Bera test for multivariate normality
- A measure of multivariate kurtosis for the identification of the dynamics of a N-dimensional market
- Multivariate normality test based on kurtosis with two-step monotone missing data
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
- Simulation study on improved Shapiro-Wilk tests for normality
- New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study
- Multivariate extension of chi-squared univariate normality test
- A Method for Simulating Multivariate Non Normal Distributions with Specified Standardized Cumulants and Intraclass Correlation Coefficients
- scientific article; zbMATH DE number 3903733 (Why is no real title available?)
- Testing multivariate normality by simulation
- Performance of R and Royston multivariate normality tests evaluated by Monte Carlo simulation
- New tests for multivariate normality based on Small's and Srivastava's graphical methods
- A Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normality
- Simultaneous multivariate tests under the normality assumption
- Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis
- A power study of goodness-of-fit tests for multivariate normality implemented in R
- A Matlab package for multivariate normality test
- A necessary power divergence type family tests of multivariate normality
- Are You All Normal? It Depends!
- Tests of multinormality based on location vectors and scatter matrices
- A new functional statistic for multivariate normality
- Testing of two-dimensional Gaussian processes by sample cross-covariance function
- Multivariate normality tests with two-step monotone missing data: a critical review with emphasis on the different methods of handling missing values
- An affine invariant multiple test procedure for assessing multivariate normality
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test
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