A test of multivariate normality based on likelihood functions

DOI10.5351/KJAS.2002.15.2.223zbMATH Open1262.62093MaRDI QIDQ4920003FDOQ4920003

Authors: In-Kwon Yeo 

Publication date: 15 May 2013

Published in: Korean Journal of Applied Statistics (Search for Journal in Brave)

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Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Hypothesis testing in multivariate analysis (62H15)

Cited In (11)

• Robust multivariate transformations to normality: constructed variables and likelihood ratio tests
• INFLUENCE FUNCTION OF THE LIKELIHOOD RATIO TEST STATISTIC FOR MULTIVARIATE NORMAL SAMPLE
• A novel normality test using an identity transformation of the Gaussian function
• Title not available (Why is that?)
• Testing multivariate normality using several samples: applications techniques
• A MANOVA test for multivariate lognormal observations with a spike at zero, with application to ecological niches of South Africa
• Likelihood ratio tests for multivariate normality
• Testing normality in mixed models using a transformation method
• Tests of multinormality based on location vectors and scatter matrices
• Univariate likelihood projections and characterizations of the multivariate normal distribution
• A new functional statistic for multivariate normality

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