Invariant tests for multivariate normality: A critical review

DOI10.1007/s00362-002-0119-6zbMath1008.62060OpenAlexW2078438223WikidataQ56084025 ScholiaQ56084025MaRDI QIDQ1856569

Norbert Henze

Publication date: 10 February 2003

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-002-0119-6

zbMATH Keywords

consistencyaffine invariancemultivariate kurtosisempirical characteristic functionslocally best invariant testsangels and radiiprojection pursuiteRoy's union intersection principle

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

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