A Bayesian semiparametric Gaussian copula approach to a multivariate normality test

DOI10.1080/00949655.2020.1820504MaRDI QIDQ5033941zbMATH OpenOpenAlexFDO

Authors Luai Al-Labadi, Forough Fazeli Asl, Zahra Saberi

Publication date 24 February 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.01736

zbMATH Keywords

high-dimensional dataDirichlet processenergy distancerelative belief inferencessemiparametric Gaussian copula model

Mathematics Subject Classification ID

Statistics (62-XX) Bayesian inference (62F15) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(2)

• A Bayesian nonparametric multi-sample test in any dimension
• On robustness of the relative belief ratio and the strength of its evidence with respect to the geometric contamination prior

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