Assessing multivariate normality: a compendium
From MaRDI portal
Publication:3740052
DOI10.1080/03610928608829277zbMath0603.62056MaRDI QIDQ3740052
Publication date: 1986
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928608829277
consistency; kurtosis; skewness; open problems; radii; exploratory data analysis; goodness of fit; angles; invariance considerations; Shapiro-Wilk; ordering principles; assessing multivariate normality; confirmatory data analysis
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62E99: Statistical distribution theory
Related Items
Testing for multivariate normality via univariate tests: A case study using lead isotope ratio data, A New Graphical Test for Multivariate Normality, A test for multivariate structure, An Appraisal and Bibliography of Tests for Multivariate Normality, A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality, Tests of multinormality based on location vectors and scatter matrices, Consistency of some tests for multivariate normality, Data driven smooth tests for bivariate normality, A multivariate Kolmogorov-Smirnov test of goodness of fit, Invariant tests for multivariate normality: A critical review, Multigaussian kriging for point-support estimation: incorporating constraints on the sum of the kriging weights, Goodness of fit in multidimensions based on nearest neighbour distances, Smooth tests of goodness of fit for regular distributions, A class of invariant consistent tests for multivariate normality, Families of neighbour designs and their analysis, Properties of two tests for outliers in multivariate data
Cites Work
- Unnamed Item
- Unnamed Item
- On the supremum of a certain Gaussian process
- Detection of multivariate normal outliers
- Asymptotic results for goodness-of-fit statistics with unknown parameters
- Asymptotic distributions for quadratic forms with applications to tests of fit
- Weak convergence of the sample distribution function when parameters are estimated
- On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
- Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
- Two statistics for testing for multivariate normality
- A class of invariant procedures for assessing multivariate normality
- An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
- Tests for departure from normality: Comparison of powers
- Testing multivariate normality
- Plotting squared radii
- Measures of multivariate skewness and kurtosis with applications
- Functions of Order Statistics
- Linear Statistical Inference and its Applications
- The Cramer-Smirnov Test in the Parametric Case