A multinormality test based on mixture of skewness and kurtosis
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Publication:3550187
zbMATH Open1183.62096MaRDI QIDQ3550187FDOQ3550187
Authors:
Publication date: 31 March 2010
Full work available at URL: http://pphmj.com/abstract/4710.htm
Recommendations
Nonparametric hypothesis testing (62G10) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)
Cited In (19)
- Skewness and mixtures of normal distributions
- Two statistics for testing for multivariate normality
- A robustified Jarque-Bera test for multivariate normality
- On Jarque-Bera tests for assessing multivariate normality
- Tests for skewness and kurtosis in the one-way error component model
- Title not available (Why is that?)
- Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework
- Testing for normality based on PP-skewness and PP-kurtosis with bootstrap methods
- On the distributions of multivariate sample skewness
- Estimating \(p\)-values for Mardia's coefficients of multivariate skewness and kurtosis
- A test for multivariate skew-normality based on its canonical form
- On the asymptotic normality of test statistics using Song's kurtosis
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- Multivariate normality test based on kurtosis with two-step monotone missing data
- Multivariate normality test using Srivastava's skewness and kurtosis
- On Mardia's tests of multinormality
- Kurtosis tests for multivariate normality with monotone incomplete data
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