Adaptive Smoothing and Density-Based Tests of Multivariate Normality

DOI10.2307/2290333MaRDI QIDQ5288910zbMATH OpenOpenAlexFDO

Authors Adrian W. Bowman, P. J. Foster

Publication date 2 September 1993

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

zbMATH Keywords

multivariate normalityadaptive smoothing of density estimates

Mathematics Subject Classification ID

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

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Cited in

(38)

• An affine invariant multiple test procedure for assessing multivariate normality
• Testing multinormality based on low-dimensional projection
• On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
• Infill asymptotics for adaptive kernel estimators of spatial intensity
• A new approach to the BHEP tests for multivariate normality
• Tests for multinormality with applications to time series
• Extreme smoothing and testing for multivariate normality
• Testing multivariate distributions in GARCH models
• On energy tests of normality
• Projection pursuit via white noise matrices
• Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
• A study of the quantile correlation test for normality
• On automatic kernel density estimate-based tests for goodness-of-fit
• Spherical harmonics in quadratic forms for testing multivariate normality
• Checking the adequacy of the multivariate semiparametric location shift model
• Asymptotics and practical aspects of testing normality with kernel methods
• Distance metrics for measuring joint dependence with application to causal inference
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test
• Local angles and dimension estimation from data on manifolds
• Testing for normality in any dimension based on a partial differential equation involving the moment generating function
• Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's method
• Covariate information matrix for sufficient dimension reduction
• Critical values and powers for tests of uniformity of directions under multivariate normality
• Data driven smooth tests for composite hypotheses comparison of powers
• Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions
• A new test for multivariate normality
• An assessment of finite sample performance of adaptive methods in density estimation
• 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
• Statistical estimation of a mixture of Gaussian distributions
• Normality-based validation for crisp clustering
• Invariant tests for multivariate normality: A critical review
• Data driven smooth tests for bivariate normality
• Improvements in the power of empirical stochastic dominance comparisons through kernel density estimation: a monte carlo study
• scientific article; zbMATH DE number 7306866 (Why is no real title available?)
• Smoothing categorical data
• An Appraisal and Bibliography of Tests for Multivariate Normality
• More good news on the HKM test for multivariate reflected symmetry about an unknown centre

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