New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study

DOI10.1080/03610926.2014.901370zbMATH Open1342.62085OpenAlexW2305485899MaRDI QIDQ3178640FDOQ3178640

Vassilly. Voinov, Yevgeniy Voinov, Rashid Makarov, Natalie Pya

Publication date: 15 July 2016

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.901370

zbMATH Keywords

multivariate normalitypower of testssymmetric alternativeschi-squared goodness-of-fit testsinvariant and consistent tests

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• A Generalization of Shapiro–Wilk's Test for Multivariate Normality
• A new test for multivariate normality
• Invariant tests for multivariate normality: A critical review
• A class of invariant consistent tests for multivariate normality
• On tests for multivariate normality and associated simulation studies
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• Multivariate extension of chi-squared univariate normality test
• Chi-square tests for multivariate normality with application to common stock prices
• An Appraisal and Bibliography of Tests for Multivariate Normality
• New tests for multivariate normality based on Small's and Srivastava's graphical methods
• A Necessary Power Divergence Type Family Tests of Multivariate Normality
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• Plotting squared radii
• A necessary test of fit of specific elliptical distributions based on an estimator of Song's measure
• Goodness-of-Fit Tests for Multivariate Distributions
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• Chi-squared goodness of fit tests with applications
• A Note on Wald's Type Chi-squared Tests of Fit
• Relationships among some chi-square goodness of fit statistics

Cited In (8)

• Student's-\(t\) process with spatial deformation for spatio-temporal data
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
• Testing normality in any dimension by Fourier methods in a multivariate Stein equation
• Bayesian test of normality versus a Dirichlet process mixture alternative
• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
• Are You All Normal? It Depends!
• A comparative study of goodness-of-fit tests for multivariate normality
• A new large sample goodness of fit test for multivariate normality based on chi squared probability plots

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