Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis

DOI10.1080/03610918.2019.1661476OpenAlexW2972361912MaRDI QIDQ5087993FDOQ5087993

Authors: Rie Enomoto, Zofia Hanusz, Ayako Hara, Takashi Seo 

Publication date: 4 July 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2019.1661476

zbMATH Keywords

multivariate normal distributionasymptotic expansionasymptotic distributionnormalizing transformationmultivariate sample kurtosis

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Normalizing transformations of some statistics in multivariate analysis
• A comparative study of goodness-of-fit tests for multivariate normality
• The effects on the distributions of sample canonical correlations under nonnormality
• Multivariate normality test using Srivastava's skewness and kurtosis
• The null distribution of multivariate kurtosis
• On the asymptotic normality of test statistics using Song's kurtosis

Cited In (4)

• Some remarks on Koziol's kurtosis
• 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
• Multivariate normality test using Srivastava's skewness and kurtosis

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