Approximation of the power of kurtosis test for multinormality.

DOI10.1006/JMVA.1997.1728zbMATH Open1127.62362OpenAlexW2014498847MaRDI QIDQ1264516FDOQ1264516

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

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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)

Cites Work

• Projection pursuit
• Limit distributions for measures of multivariate skewness and kurtosis based on projections
• Tail probabilities of the maxima of Gaussian random fields
• Title not available (Why is that?)
• A comparative study of goodness-of-fit tests for multivariate normality
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (5)

• Title not available (Why is that?)
• 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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