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

DOI10.1080/03610926.2014.901370MaRDI QIDQ3178640zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3434940 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
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• An Appraisal and Bibliography of Tests for Multivariate Normality
• Chi-square tests for multivariate normality with application to common stock prices
• Chi-squared goodness of fit tests with applications
• Goodness-of-Fit Tests for Multivariate Distributions
• Invariant tests for multivariate normality: A critical review
• Multivariate extension of chi-squared univariate normality test
• New tests for multivariate normality based on Small's and Srivastava's graphical methods
• On tests for multivariate normality and associated simulation studies
• Plotting squared radii
• Relationships among some chi-square goodness of fit statistics

Cited in

(12)

• Student's-\(t\) process with spatial deformation for spatio-temporal data
• A note on Wald's type chi-squared tests of fit
• A necessary power divergence type family tests of multivariate normality
• 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
• A comparative study of goodness-of-fit tests for multivariate normality
• Are You All Normal? It Depends!
• A new large sample goodness of fit test for multivariate normality based on chi squared probability plots
• A power study of goodness-of-fit tests for multivariate normality implemented in R

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