On Mardia's tests of multinormality

zbMATH Open1088.62075MaRDI QIDQ5290296FDOQ5290296

Authors: Annaliisa Kankainen, Sara Taskinen, Hannu Oja 

Publication date: 28 April 2006

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zbMATH Keywords

kurtosisrobustnessskewnessmultinormality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (8)

• The use of isotones for comparing tests of normality against skew normal distributions
• Robust multivariate transformations to normality: constructed variables and likelihood ratio tests
• Title not available (Why is that?)
• Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality
• Estimating \(p\)-values for Mardia's coefficients of multivariate skewness and kurtosis
• On using influence functions for testing multivariate normality
• Tests of multinormality based on location vectors and scatter matrices
• Tests for multivariate normality based on canonical correlations

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