Asymptotic theory for the test for multivariate normality by Cox and Small

DOI10.1016/J.JMVA.2012.04.012MaRDI QIDQ444994zbMATH OpenOpenAlexFDO

Authors Bruno Ebner

Publication date 24 August 2012

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2012.04.012

zbMATH Keywords

multivariate normal distributiongoodness-of-fit testmultivariate processesMonte Carlo simulationBanach-valued processescovariance matrix kernelGaussian processes in Banach spacesmultiparameter processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Nonparametric tolerance and confidence regions (62G15) Hypothesis testing in multivariate analysis (62H15) Probability theory on linear topological spaces (60B11) Functional limit theorems; invariance principles (60F17)

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Cites work

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• scientific article; zbMATH DE number 3716479 (Why is no real title available?)
• scientific article; zbMATH DE number 3538654 (Why is no real title available?)
• scientific article; zbMATH DE number 5019864 (Why is no real title available?)
• A Generalization of Shapiro–Wilk's Test for Multivariate Normality
• A class of invariant consistent tests for multivariate normality
• A new test for multivariate normality
• Goodness-of-Fit Tests for Multivariate Distributions
• Invariant tests for multivariate normality: A critical review
• Limit distributions for Mardia's measure of multivariate skewness
• Limit distributions for measures of multivariate skewness and kurtosis based on projections
• Measures of multivariate skewness and kurtosis with applications
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test
• Testing multivariate normality
• Tests of multinormality based on location vectors and scatter matrices
• The non-singularity of generalized sample covariance matrices
• Two tests for multivariate normality based on the characteristic function

Cited in

(6)

• scientific article; zbMATH DE number 1932859 (Why is no real title available?)
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
• Testing normality in any dimension by Fourier methods in a multivariate Stein equation
• Rejoinder on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
• A goodness-of-fit test for elliptical distributions with diagnostic capabilities
• Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics

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