A test for multivariate normality based on sample entropy and projection pursuit

DOI10.1016/0378-3758(94)00058-4zbMATH Open0822.62050OpenAlexW2002748562MaRDI QIDQ1895367FDOQ1895367

Li-Xing Zhu, Kai-Tai Fang, Hoi Lam Wong

Publication date: 18 October 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00058-4

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zbMATH Keywords

density estimationkurtosisskewnessmultivariate normalitysample entropynumber-theoretic methodtest for multinormality

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Multivariate analysis (62H99) Monte Carlo methods (65C05)

Cites Work

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• What is Projection Pursuit?
• Convergence of stochastic processes
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• Measures of multivariate skewness and kurtosis with applications
• Projection pursuit
• A consistent test for multivariate normality based on the empirical characteristic function
• Testing for normality in arbitrary dimension
• A test for normality based on the empirical characteristic function
• Consistency of some tests for multivariate normality
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• On methods for generating uniform random points on the surface of a sphere
• A new approach to least-squares estimation, with applications
• Some new tests for multivariate normality
• Two statistics for testing for multivariate normality
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Cited In (25)

• Title not available (Why is that?)
• On energy tests of normality
• A new approach to the BHEP tests for multivariate normality
• Extreme smoothing and testing for multivariate normality
• Adaptive-to-Model Hybrid of Tests for Regressions
• Invariant tests for multivariate normality: A critical review
• Testing multinormality based on low-dimensional projection
• Cumulative Tsallis entropy based on power spectrum of financial time series
• An adaptive-to-model test for partially parametric single-index models
• A projection NT-type test of elliptical symmetry based on the skewness and kurtosis measures
• Tests for multinormality with applications to time series
• Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors
• Title not available (Why is that?)
• A density based empirical likelihood approach for testing bivariate normality
• Normality-based validation for crisp clustering
• An Appraisal and Bibliography of Tests for Multivariate Normality
• A characterization of multivariate normal distribution and its application
• Limit theorems for nonparametric sample entropy estimators
• A new test for multivariate normality
• Projection pursuit based tests of normality with functional data
• Univariate likelihood projections and characterizations of the multivariate normal distribution
• An Estimator of Shannon Entropy of Beta-Generated Distributions and a Goodness-of-Fit Test
• A new functional statistic for multivariate normality
• Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades
• Some blum-kiefer-rosenblatt type tests for the joint independence of variables

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