Adaptive Smoothing and Density-Based Tests of Multivariate Normality

DOI10.2307/2290333zbMATH Open0775.62086OpenAlexW4234080353MaRDI QIDQ5288910FDOQ5288910

P. J. Foster, Adrian W. Bowman

Publication date: 2 September 1993

Full work available at URL: https://doi.org/10.2307/2290333

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zbMATH Keywords

multivariate normalityadaptive smoothing of density estimates

Mathematics Subject Classification ID

Density estimation (62G07) Hypothesis testing in multivariate analysis (62H15)

Cited In (38)

• An affine invariant multiple test procedure for assessing multivariate normality
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test
• On energy tests of normality
• A new approach to the BHEP tests for multivariate normality
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• Invariant tests for multivariate normality: A critical review
• Infill asymptotics for adaptive kernel estimators of spatial intensity
• Testing multinormality based on low-dimensional projection
• Testing for normality in any dimension based on a partial differential equation involving the moment generating function
• Title not available (Why is that?)
• Testing multivariate distributions in GARCH models
• Data driven smooth tests for composite hypotheses comparison of powers
• Data driven smooth tests for bivariate normality
• Smoothing categorical data
• On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
• Tests for multinormality with applications to time series
• Critical values and powers for tests of uniformity of directions under multivariate normality
• Statistical estimation of a mixture of Gaussian distributions
• A study of the quantile correlation test for normality
• Local angles and dimension estimation from data on manifolds
• Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions
• Projection pursuit via white noise matrices
• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
• An assessment of finite sample performance of adaptive methods in density estimation
• Normality-based validation for crisp clustering
• Checking the adequacy of the multivariate semiparametric location shift model
• Distance Metrics for Measuring Joint Dependence with Application to Causal Inference
• An Appraisal and Bibliography of Tests for Multivariate Normality
• More good news on the HKM test for multivariate reflected symmetry about an unknown centre
• A new test for multivariate normality
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• New test for the multivariate two-sample problem based on the concept of minimum energy
• On automatic kernel density estimate-based tests for goodness-of-fit
• Covariate Information Matrix for Sufficient Dimension Reduction
• Asymptotics and practical aspects of testing normality with kernel methods
• Improvements in the power of empirical stochastic dominance comparisons through kernel density estimation: a monte carlo study
• Spherical harmonics in quadratic forms for testing multivariate normality
• Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's method

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