Some empirical distribution function tests for multivariate normality

DOI10.1080/00949658708811005zbMath0619.62049OpenAlexW2060054533MaRDI QIDQ3756334

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

zbMATH Keywords

normalityAnderson-DarlingCramér-von Misesasymptotic percentage pointsempirical distribution function testschi-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)

Related Items (10)

A class of invariant consistent tests for multivariate normality ⋮ Likelihood ratio 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 ⋮ An Appraisal and Bibliography of Tests for Multivariate Normality ⋮ Consistency of some tests for multivariate normality ⋮ A Monte Carlo comparison of the Type I and Type II error rates of tests of 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 ⋮ Student's-\(t\) process with spatial deformation for spatio-temporal data

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• A class of invariant procedures for assessing multivariate normality
• Testing multivariate normality

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