A powerful affine invariant test for multivariate normality based on interpoint distances of principal components

DOI10.1080/03610918.2017.1309667MaRDI QIDQ5084915zbMATH OpenOpenAlexFDO

Authors Mbanefo S. Madukaife, Fabian C. Okafor

Publication date 29 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2017.1309667

zbMATH Keywords

empirical powermultivariate normalitypopulation \(p\)th quantileprincipal componentsQ-Q plottype-I error rate

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites work

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• Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
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Cited in

(4)

• Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
• A necessary Bayesian nonparametric test for assessing multivariate normality
• A Bayesian semiparametric Gaussian copula approach to a multivariate normality test
• A new large sample goodness of fit test for multivariate normality based on chi squared probability plots

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