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

DOI10.1214/AOS/1176344788zbMATH Open0423.62038OpenAlexW2069462378MaRDI QIDQ1134476FDOQ1134476

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

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