Two statistics for testing for multivariate normality

DOI10.1093/BIOMET/70.3.713zbMATH Open0543.62010OpenAlexW2120666948MaRDI QIDQ3332069FDOQ3332069

Publication date: 1983

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/70.3.713

Recommendations

Measures of multivariate skewness and kurtosis for tests of nonnormality
On the distributions of multivariate sample skewness
Multivariate normality test using Srivastava's skewness and kurtosis
A multinormality test based on mixture of skewness and kurtosis
On Jarque-Bera tests for assessing multivariate normality

kurtosis skewness simulation study testing for multivariate normality approximate percentage points transformations of the asymptotic distributions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cited In (24)

Consistency of some tests for multivariate normality
Some remarks on Koziol's kurtosis
Invariant tests for multivariate normality: A critical review
On Jarque-Bera tests for assessing multivariate normality
A test for multivariate normality based on sample entropy and projection pursuit
Tail probabilities of the maxima of multilinear forms and their applications.
Assessing multivariate normality: a compendium
Some empirical distribution function tests for multivariate normality
On the distributions of multivariate sample skewness
Estimating \(p\)-values for Mardia's coefficients of multivariate skewness and kurtosis
A multinormality test based on mixture of skewness and kurtosis
Skewness-based projection pursuit: a computational approach
Canonical transformations of skew-normal variates
Title not available (Why is that?)
A class of invariant consistent tests for multivariate normality
On using influence functions for testing multivariate normality
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
An Appraisal and Bibliography of Tests for Multivariate Normality
Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit
Smooth tests of goodness of fit for regular distributions
A stereographic projection method for tests of equal mean direction in \(\mathbb{R}^ n\)
A New Graphical Test for Multivariate Normality
Dimension Selection for Feature Selection and Dimension Reduction with Principal and Independent Component Analysis
Limit distributions for measures of multivariate skewness and kurtosis based on projections

This page was built for publication: Two statistics for testing for multivariate normality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3332069)