A powerful test for multivariate normality

DOI10.1080/02664763.2013.839637OpenAlexW2014346445WikidataQ41812545 ScholiaQ41812545MaRDI QIDQ5128583FDOQ5128583

Ming Zhou, Yongzhao Shao

Publication date: 28 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3927875

zbMATH Keywords

normal distributionprojectiongoodness of fitShapiro-Wilk test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• A class of invariant consistent tests for multivariate normality
• Measures of multivariate skewness and kurtosis with applications
• A consistent test for multivariate normality based on the empirical characteristic function
• The non-singularity of generalized sample covariance matrices
• Mathematical Statistics
• A test for normality based on the empirical characteristic function
• Title not available (Why is that?)
• An analysis of variance test for normality (complete samples)
• Title not available (Why is that?)
• Applied Multivariate Analysis
• A characterization of multivariate normality through univariate projections
• Title not available (Why is that?)
• Estimation of Time-Response Curves and Their Confidence Bands
• Asymptotic distribution of the Shapiro-Wilk W for testing for normality
• Title not available (Why is that?)
• A goodness-of-fit test for normality based on polynomial regression

Cited In (13)

• A necessary Bayesian nonparametric test for assessing multivariate normality
• A new goodness of fit test for multivariate normality
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
• Joint tests of contagion with applications
• Multivariate normality test based on kurtosis with two-step monotone missing data
• Are You All Normal? It Depends!
• Tests of multinormality based on location vectors and scatter matrices
• A new large sample goodness of fit test for multivariate normality based on chi squared probability plots
• A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach
• A new test for multivariate normality
• Sub-dimensional Mardia measures of multivariate skewness and kurtosis
• Testing normality of data on a multivariate grid

This page was built for publication: A powerful test for multivariate normality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5128583)