A test for multivariate skew-normality based on its canonical form

DOI10.1016/J.JMVA.2014.02.015MaRDI QIDQ2451616zbMATH OpenOpenAlexFDO

Authors Narayanaswamy Balakrishnan, Antonella Capitanio, Bruno Scarpa

Publication date 4 June 2014

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

Full work available at URL https://doi.org/10.1016/j.jmva.2014.02.015

zbMATH Keywords

canonical formmultivariate skewnessorder statisticsskew-normal distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• On the canonical-based goodness-of-fit tests for multivariate skew-normality
• Shapiro-Wilk test for multivariate skew-normality
• A multinormality test based on mixture of skewness and kurtosis
• Tests for multivariate normality based on canonical correlations
• Goodness-of-fit tests for bivariate and multivariate skew-normal distributions

Cites work

• A First Course in Order Statistics
• A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function
• Breast Cancer Diagnosis and Prognosis Via Linear Programming
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Goodness-of-fit tests for bivariate and multivariate skew-normal distributions
• Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 3980216 (Why is no real title available?)
• scientific article; zbMATH DE number 3707574 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• scientific article; zbMATH DE number 805043 (Why is no real title available?)
• Invariance-based estimating equations for skew-symmetric distributions
• Multivariate measures of skewness for the skew-normal distribution
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution

Cited in

(16)

• Shapiro-Wilk test for multivariate skew-normality
• Data projections by skewness maximization under scale mixtures of skew-normal vectors
• Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
• A stochastic ordering based on the canonical transformation of skew-normal vectors
• Family of mean-mixtures of multivariate normal distributions: properties, inference and assessment of multivariate skewness
• A test for the hypothesis of skew-normality in a population
• Testing for normality when the sampled distribution is extended skew-normal
• On the canonical-based goodness-of-fit tests for multivariate skew-normality
• A Conversation with Adelchi Azzalini and Narayanaswamy Balakrishnan
• Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
• Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
• Multivariate measures of skewness and kurtosis for skew-elliptical distributions
• Multivariate normality test based on Shannon's entropy
• Computationally efficient tests for multivariate skew normality
• Goodness of fit test for a skewed generalized normal distribution
• A flexible factor analysis based on the class of mean-mixture of normal distributions

This page was built for publication: A test for multivariate skew-normality based on its canonical form

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2451616)