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

DOI10.1016/J.JMVA.2012.04.012zbMATH Open1316.62074OpenAlexW2092515155MaRDI QIDQ444994FDOQ444994

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

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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)

Cites Work

• A Generalization of Shapiro–Wilk's Test for Multivariate Normality
• Tests of multinormality based on location vectors and scatter matrices
• A new test for multivariate normality
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• Invariant tests for multivariate normality: A critical review
• A class of invariant consistent tests for multivariate normality
• Measures of multivariate skewness and kurtosis with applications
• Limit distributions for Mardia's measure of multivariate skewness
• The non-singularity of generalized sample covariance matrices
• Testing multivariate normality
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• Two tests for multivariate normality based on the characteristic function
• Limit distributions for measures of multivariate skewness and kurtosis based on projections
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test
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• Goodness-of-Fit Tests for Multivariate Distributions

Cited In (6)

• Title not available (Why is that?)
• 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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