Testing multivariate normality by simulation
From MaRDI portal
Publication:3749955
DOI10.1080/00949658608810966zbMath0609.62088OpenAlexW2029026098MaRDI QIDQ3749955
Publication date: 1986
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949658608810966
simulationconfidence regionspline interpolationlikelihood ratio statisticsnon-parametric density estimationtesting multivariate normalityMardia's testactual percentage pointsasymptotic size of the testmultivariate skewness and kurtosis
Hypothesis testing in multivariate analysis (62H15) Probabilistic methods, stochastic differential equations (65C99)
Related Items
An Appraisal and Bibliography of Tests for Multivariate Normality, A New Graphical Test for Multivariate Normality
Cites Work