A Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normality

DOI10.1080/03610918.2017.1315771OpenAlexW2605440532MaRDI QIDQ5084928FDOQ5084928

Authors: Zofia Hanusz, Rie Enomoto, Takashi Seo, Kazuyuki Koizumi 

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/10.1080/03610918.2017.1315771

zbMATH Keywords

multivariate skewnessmultivariate kurtosismultivariate normality testJarque-Bera's type test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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Cited In (4)

• Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
• Multivariate normality test based on kurtosis with two-step monotone missing data
• Are You All Normal? It Depends!
• Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis

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