Conditional probability integral transformations and goodness-of-fit tests for multivariate normal distributions

DOI10.1214/AOS/1176344788MaRDI QIDQ1134476zbMATH OpenOpenAlexFDO

Authors C. P. Quesenberry, Federico J. O'Reilly, Santiago Rincon-Gallardo

Publication date 1979

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176344788

zbMATH Keywords

goodness-of-fit testsmultivariate normal distributionsconditional probability integral transformations

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Cited in

(12)

• A set of independent sequential residuals for the multivariate regression model
• An empirical goodness-of-fit test for multivariate distributions
• Testing multivariate normality using several samples: applications techniques
• A \(t\)-distribution plot to detect non-multinormality.
• Some empirical distribution function tests for multivariate normality
• Concentration bands for uniformity plots
• Extension of the \(W_ u\) statistic with applications
• A characterization of multivariate normal distribution and its application
• Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions
• A multivariate Kolmogorov-Smirnov test of goodness of fit
• A necessary Bayesian nonparametric test for assessing multivariate normality
• An Appraisal and Bibliography of Tests for Multivariate Normality

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