Approximation of the power of kurtosis test for multinormality.

DOI10.1006/JMVA.1997.1728MaRDI QIDQ1264516zbMATH OpenOpenAlexFDO

Authors Kanta Naito

Publication date 29 September 1998

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1997.1728

zbMATH Keywords

tail probabilityelliptically symmetric distributionGaussian random field, multivariate kurtosistest for multinormality

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3733078 (Why is no real title available?)
• scientific article; zbMATH DE number 503457 (Why is no real title available?)
• scientific article; zbMATH DE number 871848 (Why is no real title available?)
• A comparative study of goodness-of-fit tests for multivariate normality
• Limit distributions for measures of multivariate skewness and kurtosis based on projections
• Projection pursuit
• Tail probabilities of the maxima of Gaussian random fields

Cited in

(5)

• scientific article; zbMATH DE number 4005330 (Why is no real title available?)
• Elliptically symmetric distributions: a review of achieved results and open issues
• Invariant tests for multivariate normality: A critical review
• Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
• Approximations to most powerful invariant tests for multinormality against some irregular alternatives

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