On using influence functions for testing multivariate normality

MaRDI QIDQ909390zbMATH OpenFDO

Authors Takafumi Isogai

Publication date 1989

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

covariance matrixeffect of non-normalitygoodness-of-fit statisticsjoint distribution of influence functionsjoint distribution of score functionslinear regressionmean vectormeasure of multivariate skewnessmomentstest statistics for multivariate normality

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Recommendations

• INFLUENCE FUNCTION OF THE LIKELIHOOD RATIO TEST STATISTIC FOR MULTIVARIATE NORMAL SAMPLE
• On Mardia's tests of multinormality
• Tests for multivariate normality based on canonical correlations
• Measures of multivariate skewness and kurtosis for tests of nonnormality
• Two statistics for testing for multivariate normality

Cited in

(7)

• Invariant tests for multivariate normality: A critical review
• Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
• Measures of multivariate skewness and kurtosis for tests of nonnormality
• INFLUENCE FUNCTION OF THE LIKELIHOOD RATIO TEST STATISTIC FOR MULTIVARIATE NORMAL SAMPLE
• An Appraisal and Bibliography of Tests for Multivariate Normality
• Tests of Linearity, Multivariate Normality and the Adequacy of Linear Scores
• Comparison of the alternative parameter estimators of Pearson distributions by robustness criteria

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