Some empirical distribution function tests for multivariate normality

DOI10.1080/00949658708811005MaRDI QIDQ3756334zbMATH OpenOpenAlexFDO

Authors 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

normalityAnderson-Darlingasymptotic percentage pointsempirical distribution function testsCramér-von Miseschi-squared probability plottingcomposite hypothesis of Gaussianityfinite sample percentage pointsquadratic form of the Gaussian density

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Statistical tables (62Q05)

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Cites work

• scientific article; zbMATH DE number 3860238 (Why is no real title available?)
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• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3421754 (Why is no real title available?)
• A New Test for Multivariate Normality and Homoscedasticity
• A class of invariant procedures for assessing multivariate normality
• Chi-square tests for multivariate normality with application to common stock prices
• Conditional probability integral transformations and goodness-of-fit tests for multivariate normal distributions
• Note on an Approximation to the Distribution of Non-Central χ 2
• Testing for bivariate normality using the empirical distribution function
• Testing for normality in arbitrary dimension
• Testing multivariate normality

Cited in

(16)

• Consistency of some tests for multivariate normality
• Extreme smoothing and testing for multivariate normality
• Student's-\(t\) process with spatial deformation for spatio-temporal data
• A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic
• Invariant tests for multivariate normality: A critical review
• Multivariate extensions of the Anderson--Darling process.
• Conformal normal curvature and detection of masked observations in multivariate null intercept measurement error models
• Critical values and powers for tests of uniformity of directions under multivariate normality
• A class of invariant consistent tests for multivariate normality
• Generalized \(F\)-tests for the multivariate normal mean
• Likelihood ratio tests for multivariate normality
• An Appraisal and Bibliography of Tests for Multivariate Normality
• Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
• A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• scientific article; zbMATH DE number 4163937 (Why is no real title available?)

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