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

DOI10.1016/j.jmva.2014.02.015zbMath1352.62084OpenAlexW2039054780MaRDI QIDQ2451616

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

order statisticscanonical formskew-normal distributionmultivariate skewness

Mathematics Subject Classification ID

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

Related Items (9)

A flexible factor analysis based on the class of mean-mixture of normal distributions ⋮ Family of mean-mixtures of multivariate normal distributions: properties, inference and assessment of multivariate skewness ⋮ Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function ⋮ Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions ⋮ 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 Conversation with Adelchi Azzalini and Narayanaswamy Balakrishnan ⋮ A stochastic ordering based on the canonical transformation of skew-normal vectors ⋮ Shapiro-Wilk test for multivariate skew-normality

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