A class of invariant procedures for assessing multivariate normality
From MaRDI portal
Publication:3957785
DOI10.1093/biomet/69.2.423zbMath0494.62027OpenAlexW1988146791MaRDI QIDQ3957785
Publication date: 1982
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/69.2.423
weak convergencemultivariate normalityKolmogorov-Smirnovinvariant proceduresCramer-von Mises type statisticgeneralized Mahalanobis distanceMonte Carlo simulation of finite sample distribution
Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)
Related Items
A class of invariant consistent tests for multivariate normality ⋮ A consistent test for multivariate normality based on the empirical characteristic function ⋮ A correlation type procedure for assessing multivariate normality ⋮ Assessing multivariate normality: a compendium ⋮ On exchangeable sampling distributions for uncontrolled data ⋮ Extreme smoothing and testing for multivariate normality ⋮ An Appraisal and Bibliography of Tests for Multivariate Normality ⋮ Some Applications of Läuter's Technique in Tests for Spherical Symmetry ⋮ A note on the asymptotic distribution of mardia's measure of multivariate kurtosis ⋮ A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market ⋮ Some empirical distribution function tests for multivariate normality ⋮ Tests of multinormality based on location vectors and scatter matrices ⋮ Critical values and powers for tests of uniformity of directions under multivariate normality ⋮ A New Graphical Test for Multivariate Normality ⋮ Testing multinormality based on low-dimensional projection ⋮ Robust distances for outlier-free goodness-of-fit testing ⋮ A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality ⋮ Data driven smooth tests for bivariate normality ⋮ Invariant tests for multivariate normality: A critical review ⋮ Student's-\(t\) process with spatial deformation for spatio-temporal data ⋮ Goodness-of-fit analysis for multivariate normality based on generalized quantiles.