Some empirical distribution function tests for multivariate normality

DOI10.1080/00949658708811005zbMATH Open0619.62049OpenAlexW2060054533MaRDI QIDQ3756334FDOQ3756334

P. Roohan, A. S. Paulson, 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

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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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• A New Test for Multivariate Normality and Homoscedasticity
• A class of invariant procedures for assessing multivariate normality
• Conditional probability integral transformations and goodness-of-fit tests for multivariate normal distributions
• Testing for bivariate normality using the empirical distribution function

Cited In (16)

• Consistency of some tests for multivariate normality
• Extreme smoothing and testing for multivariate normality
• A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic
• Student's-\(t\) process with spatial deformation for spatio-temporal data
• Invariant tests for multivariate normality: A critical review
• Conformal normal curvature and detection of masked observations in multivariate null intercept measurement error models
• Multivariate extensions of the Anderson--Darling process.
• 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 Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic
• Title not available (Why is that?)

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