An Appraisal and Bibliography of Tests for Multivariate Normality
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Publication:4832085
Cites work
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- Goodness-of-fit analysis for multivariate normality based on generalized quantiles.
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- Invariant tests for multivariate normality: A critical review
- LBI tests for multivariate normality in exponential power distributions
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- On Mardia’s kurtosis test for multivariate normality
- On a Heuristic Method of Test Construction and its use in Multivariate Analysis
- On a measure of multivariate skewness and a test for multivariate normality
- On assessing multivariate normality based on Shapiro-Wilk W statistic
- On using influence functions for testing multivariate normality
- On weighting the studentized empirical characteristic function for testing normality
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- Rao score tests for goodness of fit and independence
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- Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
- Some empirical distribution function tests for multivariate normality
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- Testing multinormality based on low-dimensional projection
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Cited in
(43)- A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality
- An affine invariant multiple test procedure for assessing multivariate normality
- Robust distances for outlier-free goodness-of-fit testing
- Multivariate specification tests based on a dynamic Rosenblatt transform
- Estimations for some functions of covariance matrix in high dimension under non-normality and its applications
- Testing multivariate distributions in GARCH models
- Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
- Using combinatorial optimization in model-based trimmed clustering with cardinality constraints
- Testing normality in mixed models using a transformation method
- Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes
- Goodness-of-Fit Tests for Multivariate Distributions
- 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 note on Srivastava and Hui's tests of multivariate normality
- Multigaussian kriging for point-support estimation: incorporating constraints on the sum of the kriging weights
- Multivariate discount weighted regression and local level models
- Tests for multivariate normality based on canonical correlations
- Likelihood ratio tests for multivariate normality
- Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size
- New tests for multivariate normality based on Small's and Srivastava's graphical methods
- Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
- Modelling neuromuscular blockade: a stochastic approach based on clinical data
- Normality test for multivariate conditional heteroskedastic dynamic regression models
- 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
- New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study
- A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families
- A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market
- A density based empirical likelihood approach for testing bivariate normality
- Multivariate extension of chi-squared univariate normality test
- Trimming algorithms for clustering contaminated grouped data and their robustness
- Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions
- Testing normality via a distributional fixed point property in the Stein characterization
- Some multivariate goodness-of-fit tests based on data depth
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
- Two tests for multivariate normality based on the characteristic function
- Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality
- Tests of Normality of Functional Data
- Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
- Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models
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