Some new tests for multivariate normality
From MaRDI portal
Publication:2641040
For testing goodness of fit to a parametric family the authors present a set of statistics which includes some of the tests for multivariate normality known from the literature. The asymptotic theory of the statistics is obtained. The authors also present two specific new tests for bivariate normality and a simulation study of their performance.
Recommendations
Cites work
- A chi-squabe statistic for goodies-of-fit tests within the exponential family
- A Chi-Square Statistic with Random Cell Boundaries
- Chi-square tests for multivariate normality with application to common stock prices
- Convergence of stochastic processes
- General chi-square goodness-of-fit tests with data-dependent cells
- scientific article; zbMATH DE number 3649838 (Why is no real title available?)
- scientific article; zbMATH DE number 3883309 (Why is no real title available?)
- scientific article; zbMATH DE number 3140893 (Why is no real title available?)
- scientific article; zbMATH DE number 3163006 (Why is no real title available?)
- scientific article; zbMATH DE number 3850301 (Why is no real title available?)
- scientific article; zbMATH DE number 3942593 (Why is no real title available?)
- scientific article; zbMATH DE number 3984308 (Why is no real title available?)
- scientific article; zbMATH DE number 44577 (Why is no real title available?)
- scientific article; zbMATH DE number 3602484 (Why is no real title available?)
- scientific article; zbMATH DE number 3795074 (Why is no real title available?)
- scientific article; zbMATH DE number 3336465 (Why is no real title available?)
- scientific article; zbMATH DE number 3367521 (Why is no real title available?)
- Invariance principles for sums of Banach space valued random elements and empirical processes
- Invariant tests for uniformity on compact Riemannian manifolds based on Sobolev norms
- Measures of multivariate skewness and kurtosis with applications
- On a Modification of the Standard Statistics of Pearson
- On invariant tests of uniformity for directions and orientations
- Plotting squared radii
- Some Properties of the Range in Samples from Tukey's Symmetric Lambda Distributions
- Some special Vapnik-Chervonenkis classes
- Spherical harmonics
- Testing for normality in arbitrary dimension
- Testing for uniformity on a compact homogeneous space
- Tests for randomness of directions against equatorial and bimodal alternatives
- The central limit theorem for empirical processes on Vapnik- Červonenkis classes
- The Use of Maximum Likelihood Estimates in \chi^2 Tests for Goodness of Fit
- Universal Donsker classes and metric entropy
- Von Mises calculus for statistical functionals
Cited in
(45)- A new approach to the BHEP tests for multivariate normality
- The limiting distribution of a test for multivariate structure
- Invariant tests for multivariate normality: A critical review
- A test for multivariate normality based on sample entropy and projection pursuit
- scientific article; zbMATH DE number 4131432 (Why is no real title available?)
- VDR conditional tests for multivariate normality
- New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study
- scientific article; zbMATH DE number 3881713 (Why is no real title available?)
- Goodness-of-Fit Tests for Multivariate Distributions
- Two new tests for multinormality based on U-processes with PP method
- Testing multivariate normality using several samples: applications techniques
- Tables for a new multivariate goodness-of-fit test
- Testing multivariate normality by simulation
- Tests for multinormality with applications to time series
- Testing for multivariate normality via univariate tests: A case study using lead isotope ratio data
- Comparison of tests for bivariate normality with unknown parameters by transformation to an univariate statistic
- A New Graphical Test for Multivariate Normality
- Asymptotic theory for the test for multivariate normality by Cox and Small
- Testing multivariate uniformity and its applications
- Likelihood ratio tests for multivariate normality
- scientific article; zbMATH DE number 1932859 (Why is no real title available?)
- New Tests for Data with an Inherent Structure
- scientific article; zbMATH DE number 954486 (Why is no real title available?)
- An Appraisal and Bibliography of Tests for Multivariate Normality
- Tests of Linearity, Multivariate Normality and the Adequacy of Linear Scores
- A test of multivariate normality based on likelihood functions
- New tests for multivariate normality based on Small's and Srivastava's graphical methods
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
- Simultaneous multivariate tests under the normality assumption
- A powerful test for multivariate normality
- A new goodness of fit test for multivariate normality
- A new test for multivariate normality by combining extreme and nonextreme BHEP tests
- scientific article; zbMATH DE number 5019864 (Why is no real title available?)
- A necessary power divergence type family tests of multivariate normality
- On tests for multivariate normality and associated simulation studies
- Spherical harmonics in quadratic forms for testing multivariate normality
- Kolmogorov-Smirnov type statistics for testing multivariate normality
- Tests of multinormality based on location vectors and scatter matrices
- A new functional statistic for multivariate normality
- A comparative study of goodness-of-fit tests for multivariate normality
- A statistic for testing the null hypothesis of elliptical symmetry
- A new test for multivariate normality
- Consistency of some tests for multivariate normality
- A note on Srivastava and Hui's tests of multivariate normality
- Generalized \(F\)-tests for the multivariate normal mean
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)
