A Generalization of Shapiro–Wilk's Test for Multivariate Normality

DOI10.1080/03610920802474465zbMATH Open1167.62406OpenAlexW2079558941MaRDI QIDQ116799FDOQ116799

Authors: José A. Villasenor Alva, Elizabeth González Estrada, José A. Villaseñor-Alva, Elizabeth González-Estrada 

Publication date: 20 May 2009

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802474465

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zbMATH Keywords

goodness-of-fit testempirical standardizationHenze and Zirkler's testMardia's testMonte Carlo simulationstandard normal distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05) Hypothesis testing in multivariate analysis (62H15) Statistical tables (62Q05)

Cites Work

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• Some p-variate adaptations of the shapiro-wilk test of normality
• On tests for multivariate normality and associated simulation studies
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• Measures of multivariate skewness and kurtosis with applications

Cited In (74)

• Investigation of the effect of bars on the properties of spiral galaxies: a multivariate statistical study
• Kolmogorov-Smirnov type statistics for testing multivariate normality
• Multivariate normality tests for serially correlated data
• Testing normality in any dimension by Fourier methods in a multivariate Stein equation
• Clustering asymmetrical data with outliers: parsimonious mixtures of contaminated mean-mixture of normal distributions
• Are You All Normal? It Depends!
• A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach
• Testing of two-dimensional Gaussian processes by sample cross-covariance function
• A note on Srivastava and Hui's tests of multivariate normality
• Expectile depth: theory and computation for bivariate datasets
• A necessary Bayesian nonparametric test for assessing multivariate normality
• A flexible factor analysis based on the class of mean-mixture of normal distributions
• A test based on data depth for testing location-scale of the two multivariate populations
• Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors
• Goodness-of-fit analysis for multivariate normality based on generalized quantiles.
• A robustified Jarque-Bera test for multivariate normality
• Testing multivariate normality by simulation
• A Generalized Distance Multi-Sample Test of Normality With Applications to Process Control
• On assessing multivariate normality based on Shapiro-Wilk W statistic
• Some new tests for multivariate normality
• Title not available (Why is that?)
• A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality
• A skew factor analysis model based on the normal mean-variance mixture of Birnbaum-Saunders distribution
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
• Testing multivariate normality using several samples: applications techniques
• Modelling neuromuscular blockade: a stochastic approach based on clinical data
• VDR conditional tests for multivariate normality
• Prediction of variables via their order statistics in bivariate elliptical distributions with application in the financial markets
• A multivariate generalization of von neumann's ratio
• Nonparametric tests for multivariate multi-sample locations based on data depth
• On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution
• Flexible factor model for handling missing data in supervised learning
• Phase II monitoring of logistic regression profiles with estimated parameters
• Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
• Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
• Shapiro-Wilk-type test of normality under nuisance regression and scale
• New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study
• Assessing multivariate normality on the ``worst sample configuration
• An R package for testing goodness of fit: goft
• mvShapiroTest
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• Title not available (Why is that?)
• Simulation study on improved Shapiro-Wilk tests for normality
• Title not available (Why is that?)
• Title not available (Why is that?)
• Diagnostic tests for the distribution of random effects in multivariate mixed effects models
• Performance of \(R\) and Royston multivariate normality tests evaluated by Monte Carlo simulation
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• Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
• Concomitants of multivariate order statistics from multivariate elliptical distributions
• A comparative study of goodness-of-fit tests for multivariate normality
• Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions
• Generalized \(F\)-tests for the multivariate normal mean
• Likelihood ratio tests for multivariate normality
• A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families
• Some p-variate adaptations of the shapiro-wilk test of normality
• MVTests
• Monitoring data quality using hoteling T2 multivariate control chart
• A statistical test for the hypothesis of Gaussian random function
• Sub-dimensional Mardia measures of multivariate skewness and kurtosis
• A powerful test for multivariate normality
• A power study of goodness-of-fit tests for multivariate normality implemented in R
• On tests for multivariate normality and associated simulation studies
• Shapiro-Wilk test for multivariate skew-normality
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• Estimation of reliability from a bivariate log-normal data
• Insights of global sensitivity analysis in biological models with dependent parameters
• Asymptotic theory for the test for multivariate normality by Cox and Small
• A test of multivariate normality based on likelihood functions
• Goodness-of-fit tests for multivariate Laplace distributions
• A new functional statistic for multivariate normality
• A Matlab package for multivariate normality test
• Spherical harmonics in quadratic forms for testing multivariate normality
• Analysis of multinomial counts with joint zero-inflation, with an application to health economics

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