Likelihood ratio tests for multivariate normality

DOI10.1080/03610926.2017.1332218MaRDI QIDQ4563505zbMATH OpenOpenAlexFDO

Authors Ilmun Kim, Sangun Park

Publication date 1 June 2018

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1332218

zbMATH Keywords

Anderson-Darling testconsistent testempirical standardizationgoodness of fitlikelihood ratio testShapiro-Wilk test

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• A class of invariant consistent tests for multivariate normality
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• A Generalization of Shapiro–Wilk's Test for Multivariate Normality
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• A new test for multivariate normality
• A power study of goodness-of-fit tests for multivariate normality implemented in R
• A test for normality based on the empirical characteristic function
• A Test of Goodness of Fit
• An analysis of variance test for normality (complete samples)
• An Appraisal and Bibliography of Tests for Multivariate Normality
• An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
• Comparing distributions
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• Likelihood-ratio tests for normality
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• Testing Statistical Hypotheses

Cited in

(20)

• Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
• Univariate likelihood projections and characterizations of the multivariate normal distribution
• Robust multivariate transformations to normality: constructed variables and likelihood ratio tests
• A necessary Bayesian nonparametric test for assessing multivariate normality
• Tests de la razón de verosimilitud para medias de poblaciones normales, sujetas a restricciones
• scientific article; zbMATH DE number 5127277 (Why is no real title available?)
• Testing multivariate normality using several samples: applications techniques
• Some empirical distribution function tests for multivariate normality
• Conditional Likelihood Ratio Test for a Nonnegative Normal Mean Vector
• scientific article; zbMATH DE number 954486 (Why is no real title available?)
• A test of multivariate normality based on likelihood functions
• A Bayesian semiparametric Gaussian copula approach to a multivariate normality test
• A powerful test for multivariate normality
• Testing normality of latent variables in the polychoric correlation
• A necessary power divergence type family tests of multivariate normality
• Testing normality in any dimension by Fourier methods in a multivariate Stein equation
• Critical value functions for likelihood-ratio tests for normality
• Are You All Normal? It Depends!
• Approximations to most powerful invariant tests for multinormality against some irregular alternatives
• Likelihood-ratio tests for normality

Describes a project that uses

Uses Software

• mvShapiroTest

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