On Mardia's tests of multinormality

MaRDI QIDQ5290296zbMATH OpenFDO

Authors Annaliisa Kankainen, Sara Taskinen, Hannu Oja

Publication date 28 April 2006

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)

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Cited in

(8)

• The use of isotones for comparing tests of normality against skew normal distributions
• Tests of multinormality based on location vectors and scatter matrices
• On using influence functions for testing multivariate normality
• Tests for multivariate normality based on canonical correlations
• Estimating \(p\)-values for Mardia's coefficients of multivariate skewness and kurtosis
• Robust multivariate transformations to normality: constructed variables and likelihood ratio tests
• scientific article; zbMATH DE number 954486 (Why is no real title available?)
• Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality

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