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

DOI10.1080/03610918.2019.1661476MaRDI QIDQ5087993zbMATH OpenOpenAlexFDO

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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Cited in

(4)

• Multivariate normality test based on kurtosis with two-step monotone missing data
• Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
• Multivariate normality test using Srivastava's skewness and kurtosis
• Some remarks on Koziol's kurtosis

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