A Generalization of Shapiro–Wilk's Test for Multivariate Normality
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Publication:116799
DOI10.1080/03610920802474465zbMath1167.62406OpenAlexW2079558941MaRDI QIDQ116799
Elizabeth González Estrada, José A. Villasenor Alva, 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
Monte Carlo simulationgoodness-of-fit teststandard normal distributionMardia's testempirical standardizationHenze and Zirkler's test
Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05) Statistical tables (62Q05)
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Cites Work
- A new test for multivariate normality
- Invariant tests for multivariate normality: A critical review
- An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
- A class of invariant consistent tests for multivariate normality
- 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
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