An Appraisal and Bibliography of Tests for Multivariate Normality

DOI10.1111/J.1751-5823.2004.TB00228.XzbMATH Open1211.62095OpenAlexW2071978833MaRDI QIDQ4832085FDOQ4832085

Authors: Christopher J. Mecklin, Daniel J. Mundfrom 

Publication date: 3 January 2005

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1751-5823.2004.tb00228.x

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to statistics (62-00)

Cites Work

• What is Projection Pursuit?
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis
• Invariant tests for multivariate normality: A critical review
• An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
• A class of invariant consistent tests for multivariate normality
• Title not available (Why is that?)
• Some p-variate adaptations of the shapiro-wilk test of normality
• Measures of multivariate skewness and kurtosis with applications
• A consistent test for multivariate normality based on the empirical characteristic function
• A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality.
• A new approach to the BHEP tests for multivariate normality
• Extreme smoothing and testing for multivariate normality
• On assessing multivariate normality based on Shapiro-Wilk W statistic
• A test for multivariate normality based on sample entropy and projection pursuit
• Testing multinormality based on low-dimensional projection
• Chi-square tests for multivariate normality with application to common stock prices
• Rao score tests for goodness of fit and independence
• Testing multivariate normality
• On Mardia’s kurtosis test for multivariate normality
• Adaptive Smoothing and Density-Based Tests of Multivariate Normality
• SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
• A test for normality based on the empirical characteristic function
• Title not available (Why is that?)
• An analysis of variance test for normality (complete samples)
• Title not available (Why is that?)
• Title not available (Why is that?)
• LBI tests for multivariate normality in exponential power distributions
• F-probability plot and its application to multivariate normality
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Density based tests for goodness-of-fit
• Some new tests for multivariate normality
• Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
• A simple test for normality against asymmetric alternatives
• A New Test for Multivariate Normality and Homoscedasticity
• Two statistics for testing for multivariate normality
• An alternative formulation of Neyman's smooth goodness of fit tests under composite alternatives
• Title not available (Why is that?)
• Title not available (Why is that?)
• Assessing multivariate normality: a compendium
• A class of invariant procedures for assessing multivariate normality
• A comparative study of goodness-of-fit tests for multivariate normality
• On a measure of multivariate skewness and a test for multivariate normality
• Assessing multivariate nonnormality using univariate distributions
• A New Graphical Test for Multivariate Normality
• Graphical Methods in Nonparametric Statistics: A Review and Annotated Bibliography
• The studentized empirical characteristic function and its application to test for the shape of distribution
• On using influence functions for testing multivariate normality
• Testing multivariate normality using several samples: applications techniques
• Some empirical distribution function tests for multivariate normality
• Conditional probability integral transformations and goodness-of-fit tests for multivariate normal distributions
• A goodness of fit test for multivariate normality
• On weighting the studentized empirical characteristic function for testing normality
• Data driven smooth tests for bivariate normality
• Comparison of tests for bivariate normality with unknown parameters by transformation to an univariate statistic
• A test of p-variate normality
• Goodness-of-fit analysis for multivariate normality based on generalized quantiles.
• A correlation type procedure for assessing multivariate normality
• Tests for multinormality with applications to time series
• Critical values and powers for tests of uniformity of directions under multivariate normality
• Testing multivariate normality by simulation
• Plotting squared radii: improving thex₂approximation
• A Test of Fit for Multivariate Distributions

Cited In (43)

• An affine invariant multiple test procedure for assessing multivariate normality
• A note on Srivastava and Hui's tests of multivariate normality
• Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
• Multigaussian kriging for point-support estimation: incorporating constraints on the sum of the kriging weights
• Trimming algorithms for clustering contaminated grouped data and their robustness
• Robust distances for outlier-free goodness-of-fit testing
• Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models
• Testing normality via a distributional fixed point property in the Stein characterization
• A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality
• Testing multivariate distributions in GARCH models
• Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes
• Multivariate discount weighted regression and local level models
• Modelling neuromuscular blockade: a stochastic approach based on clinical data
• Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality
• New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study
• Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions
• Multivariate specification tests based on a dynamic Rosenblatt transform
• Multivariate extension of chi-squared univariate normality test
• A density based empirical likelihood approach for testing bivariate normality
• A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market
• Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
• Likelihood ratio tests for multivariate normality
• A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families
• Testing normality in mixed models using a transformation method
• New tests for multivariate normality based on Small's and Srivastava's graphical methods
• A Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normality
• A new large sample goodness of fit test for multivariate normality based on chi squared probability plots
• A powerful affine invariant test for multivariate normality based on interpoint distances of principal components
• Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis
• Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
• Using combinatorial optimization in model-based trimmed clustering with cardinality constraints
• Projection pursuit based tests of normality with functional data
• A Q–Q plot for detecting non-multinormality based on a normal characterization and the S–W statistic
• A statistical test for the hypothesis of Gaussian random function
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• Goodness-of-Fit Tests for Multivariate Distributions
• Tests for multivariate normality based on canonical correlations
• Normality test for multivariate conditional heteroskedastic dynamic regression models
• Estimations for some functions of covariance matrix in high dimension under non-normality and its applications
• Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size
• Some multivariate goodness-of-fit tests based on data depth
• Two tests for multivariate normality based on the characteristic function
• Tests of Normality of Functional Data

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