Goodness-of-fit tests for bivariate and multivariate skew-normal distributions

DOI10.1111/J.1467-9469.2009.00687.XzbMATH Open1226.62047OpenAlexW1523967810MaRDI QIDQ3103148FDOQ3103148

Authors: Simos G. Meintanis, Zdeňek Hlávka 

Publication date: 26 November 2011

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2009.00687.x

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• Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data
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• Goodness-of-Fit Tests for Multivariate Distributions

zbMATH Keywords

parametric bootstrapgoodness-of-fitskew-normal distributionmoment-generating function

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Inference from stochastic processes (62M99) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• Title not available (Why is that?)
• Remarks on a Multivariate Transformation
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Skew-normal Distribution and Related Multivariate Families*
• The multivariate skew-normal distribution
• A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality.
• Testing the Fit of Gamma Distributions Using the Empirical Moment Generating Function
• Using the empirical moment generating function in testing for the Weibull and the type I extreme value distributions
• A test for the hypothesis of skew-normality in a population
• Title not available (Why is that?)
• Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data
• A test of separate families of distributions based on the empirical moment generating function
• Linear mixed models with skew-elliptical distributions: a Bayesian approach
• Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
• Testing for exponential and Marshall-Olkin distributions
• Skew normal measurement error models
• A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function

Cited In (24)

• The probability weighted characteristic function and goodness-of-fit testing
• An empirical likelihood ratio based goodness-of-fit test for skew normality
• Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data
• Inferential procedures based on the integrated empirical characteristic function
• On testing the skew normal hypothesis
• Characterizations of multinormality and corresponding tests of fit, including for GARCH models
• A new test of multivariate normality by a double estimation in a characterizing PDE
• Title not available (Why is that?)
• Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
• A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
• Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
• On the canonical-based goodness-of-fit tests for multivariate skew-normality
• A test for multivariate skew-normality based on its canonical form
• Default Bayesian goodness-of-fit tests for the skew-normal model
• Testing skew normality via the moment generating function
• Goodness-of-fit test for skew normality based on energy statistics
• A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function
• Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
• Enhanced design and hardware implementation of a chaos-based block cipher for image protection
• Skew-normal generalized spatial panel data model
• Shapiro-Wilk test for multivariate skew-normality
• Goodness-of-Fit Tests for Multivariate Distributions
• GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
• A revised generalized F-test for testing the equality of group means under non-normality caused by skewness

Uses Software

• R
• sn

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