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

DOI10.1016/0378-3758(94)00058-4zbMath0822.62050OpenAlexW2002748562MaRDI QIDQ1895367

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

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

zbMATH Keywords

kurtosismultivariate normalitydensity estimationskewnesssample entropynumber-theoretic methodtest for multinormality

Mathematics Subject Classification ID

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

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• What is Projection Pursuit?
• Measures of multivariate skewness and kurtosis with applications
• Convergence of stochastic processes
• A test for normality based on the empirical characteristic function

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