A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
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Publication:5489319
DOI10.1080/0094965042000193233zbMATH Open1096.62058OpenAlexW2127380533MaRDI QIDQ5489319FDOQ5489319
Authors: Christopher J. Mecklin, Daniel J. Mundfrom 
Publication date: 25 September 2006
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/0094965042000193233
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Cited In (34)
- An affine invariant multiple test procedure for assessing multivariate normality
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test
- A robustified Jarque-Bera test for multivariate normality
- A necessary power divergence type family tests of multivariate normality
- Testing multivariate normality by simulation
- A \texttt{JAVA} program for the multivariate \(Z_{p}\) and \(C_{p}\) tests and its application
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function
- An empirical study of the type I error rate and power for some selected normal-theory and nonparametric tests of the independence of two sets of variables
- Title not available (Why is that?)
- Multivariate nonparametric test of independence
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
- A correlation type procedure for assessing multivariate normality
- The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution
- Critical values improvement for the standard normal homogeneity test by combining Monte Carlo and regression approaches
- New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study
- A tool for systematically comparing the power of tests for normality
- Simulation study on improved Shapiro-Wilk tests for normality
- Performance of \(R\) and Royston multivariate normality tests evaluated by Monte Carlo simulation
- A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market
- Title not available (Why is that?)
- Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
- Are You All Normal? It Depends!
- A comparative study of goodness-of-fit tests for multivariate normality
- Likelihood ratio tests for multivariate normality
- New tests for multivariate normality based on Small's and Srivastava's graphical methods
- A Generalization of Shapiro–Wilk's Test for Multivariate Normality
- A Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normality
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- Tests for multivariate normality based on canonical correlations
- A new functional statistic for multivariate normality
- Tests of Linearity, Multivariate Normality and the Adequacy of Linear Scores
- A Matlab package for multivariate normality test
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