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

DOI10.1214/AOS/1176344788zbMath0423.62038OpenAlexW2069462378MaRDI QIDQ1134476

Federico J. O'Reilly, C. P. Quesenberry, 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)

Related Items (12)

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

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