Tests for multivariate normality based on canonical correlations

DOI10.1007/s10260-013-0252-5zbMath1359.62205arXiv1108.2986OpenAlexW3098122331MaRDI QIDQ520396

Måns Thulin

Publication date: 3 April 2017

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.2986

zbMATH Keywords

kurtosisgoodness-of-fitmultivariate normalityskewnesstest for normality

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (7)

A new large sample goodness of fit test for multivariate normality based on chi squared probability plots ⋮ A statistical test for the hypothesis of Gaussian random function ⋮ Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality ⋮ Testing normality in any dimension by Fourier methods in a multivariate Stein equation ⋮ Are You All Normal? It Depends! ⋮ 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

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