Some empirical distribution function tests for multivariate normality

DOI10.1080/00949658708811005zbMath0619.62049MaRDI QIDQ3756334

A. S. Paulson, P. Roohan, Pasquale Sullo

Publication date: 1987

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658708811005

zbMATH Keywords

normality; Anderson-Darling; Cramér-von Mises; asymptotic percentage points; empirical distribution function tests; chi-squared probability plotting; composite hypothesis of Gaussianity; finite sample percentage points; quadratic form of the Gaussian density

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62H15: Hypothesis testing in multivariate analysis

62Q05: Statistical tables

Related Items

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, Consistency of some tests for multivariate normality, A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic, Extreme smoothing and testing for multivariate normality, Invariant tests for multivariate normality: A critical review, A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic, A class of invariant consistent tests for multivariate normality

Cites Work

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