Some new tests for multivariate normality

DOI10.1007/BF01304278zbMATH Open0721.62056MaRDI QIDQ2641040FDOQ2641040

Authors: A. J. Quiroz, Richard M. Dudley 

Publication date: 1991

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Recommendations

• A new test for multivariate normality
• Goodness-of-Fit Tests for Multivariate Distributions
• A New Graphical Test for Multivariate Normality
• A Generalization of Shapiro–Wilk's Test for Multivariate Normality
• Tests for multivariate normality based on canonical correlations

zbMATH Keywords

simulation studyparametric familytests for multivariate normalitytesting goodness of fitMardia's measure of multivariate kurtosisMoore and Stubblebine's testnew tests for bivariate normality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Convergence of stochastic processes
• Some special Vapnik-Chervonenkis classes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Measures of multivariate skewness and kurtosis with applications
• Testing for normality in arbitrary dimension
• Chi-square tests for multivariate normality with application to common stock prices
• Title not available (Why is that?)
• Invariance principles for sums of Banach space valued random elements and empirical processes
• Title not available (Why is that?)
• Spherical harmonics
• Title not available (Why is that?)
• Invariant tests for uniformity on compact Riemannian manifolds based on Sobolev norms
• Plotting squared radii
• Title not available (Why is that?)
• Universal Donsker classes and metric entropy
• Von Mises calculus for statistical functionals
• Testing for uniformity on a compact homogeneous space
• General chi-square goodness-of-fit tests with data-dependent cells
• Title not available (Why is that?)
• The central limit theorem for empirical processes on Vapnik- Červonenkis classes
• Some Properties of the Range in Samples from Tukey's Symmetric Lambda Distributions
• Tests for randomness of directions against equatorial and bimodal alternatives
• On invariant tests of uniformity for directions and orientations
• A chi-squabe statistic for goodies-of-fit tests within the exponential family
• Title not available (Why is that?)
• A Chi-Square Statistic with Random Cell Boundaries
• The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit
• Title not available (Why is that?)
• On a Modification of the Standard Statistics of Pearson
• Title not available (Why is that?)

Cited In (41)

• Consistency of some tests for multivariate normality
• Simultaneous multivariate tests under the normality assumption
• A note on Srivastava and Hui's tests of multivariate normality
• A new goodness of fit test for multivariate normality
• A new approach to the BHEP tests for multivariate normality
• Invariant tests for multivariate normality: A critical review
• A necessary power divergence type family tests of multivariate normality
• Testing multivariate normality by simulation
• A test for multivariate normality based on sample entropy and projection pursuit
• Testing multivariate uniformity and its applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Kolmogorov-Smirnov type statistics for testing multivariate normality
• Testing multivariate normality using several samples: applications techniques
• VDR conditional tests for multivariate normality
• Two new tests for multinormality based on U-processes with PP method
• The limiting distribution of a test for multivariate structure
• New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study
• New Tests for Data with an Inherent Structure
• Tables for a new multivariate goodness-of-fit test
• A comparative study of goodness-of-fit tests for multivariate normality
• Generalized \(F\)-tests for the multivariate normal mean
• Likelihood ratio tests for multivariate normality
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
• An Appraisal and Bibliography of Tests for Multivariate Normality
• New tests for multivariate normality based on Small's and Srivastava's graphical methods
• Tests of multinormality based on location vectors and scatter matrices
• A new test for multivariate normality
• Title not available (Why is that?)
• A statistic for testing the null hypothesis of elliptical symmetry
• A powerful test for multivariate normality
• On tests for multivariate normality and associated simulation studies
• A new test for multivariate normality by combining extreme and nonextreme BHEP tests
• Goodness-of-Fit Tests for Multivariate Distributions
• Asymptotic theory for the test for multivariate normality by Cox and Small
• A test of multivariate normality based on likelihood functions
• A new functional statistic for multivariate normality
• Tests of Linearity, Multivariate Normality and the Adequacy of Linear Scores
• Spherical harmonics in quadratic forms for testing multivariate normality

This page was built for publication: Some new tests for multivariate normality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2641040)