Two statistics for testing for multivariate normality

DOI10.1093/biomet/70.3.713zbMath0543.62010OpenAlexW2120666948MaRDI QIDQ3332069

S. G. MacHado

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

zbMATH Keywords

kurtosissimulation studyskewnesstesting for multivariate normalityapproximate percentage pointstransformations of the asymptotic distributions

Mathematics Subject Classification ID

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

Related Items (16)

A class of invariant consistent tests for multivariate normality ⋮ A test for multivariate normality based on sample entropy and projection pursuit ⋮ Smooth tests of goodness of fit for regular distributions ⋮ Assessing multivariate normality: a compendium ⋮ Skewness-based projection pursuit: a computational approach ⋮ An Appraisal and Bibliography of Tests for Multivariate Normality ⋮ Canonical transformations of skew-normal variates ⋮ Consistency of some tests for multivariate normality ⋮ A New Graphical Test for Multivariate Normality ⋮ Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection ⋮ Dimension Selection for Feature Selection and Dimension Reduction with Principal and Independent Component Analysis ⋮ Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit ⋮ Tail probabilities of the maxima of multilinear forms and their applications. ⋮ Invariant tests for multivariate normality: A critical review ⋮ Limit distributions for measures of multivariate skewness and kurtosis based on projections ⋮ A stereographic projection method for tests of equal mean direction in \(\mathbb{R}^ n\)

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