A test of multivariate normality based on likelihood functions

DOI10.5351/KJAS.2002.15.2.223MaRDI QIDQ4920003zbMATH OpenFDO

Authors In-Kwon Yeo

Publication date 15 May 2013

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

Mathematics Subject Classification ID

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

Recommendations

• Likelihood ratio tests for multivariate normality
• A new test for multivariate normality
• Some new tests for multivariate normality
• Robust multivariate transformations to normality: constructed variables and likelihood ratio tests
• A Generalization of Shapiro–Wilk's Test for Multivariate Normality

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
• scientific article; zbMATH DE number 954486 (Why is no real title available?)
• 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

This page was built for publication: A test of multivariate normality based on likelihood functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4920003)