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
Authors: Natalie Pya, Rashid Makarov, Yevgeniy Voinov, Vassilly. Voinov 
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
Recommendations
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Cited In (9)
- 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
- Multivariate extension of chi-squared univariate normality test
- 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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