Spherical harmonics in quadratic forms for testing multivariate normality

DOI10.1007/BF02595825MaRDI QIDQ5952296zbMATH OpenOpenAlexFDO

Authors Alessandro Manzotti, A. J. Quiroz

Publication date 5 November 2002

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02595825

zbMATH Keywords

multivariate normalityempirical processesspherical harmonics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15)

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• A comparative study of goodness-of-fit tests for multivariate normality
• A consistent test for multivariate normality based on the empirical characteristic function
• A new approach to the BHEP tests for multivariate normality
• Adaptive Smoothing and Density-Based Tests of Multivariate Normality
• Chi-square tests for multivariate normality with application to common stock prices
• Consistency of some tests for multivariate normality
• Data driven smooth tests for bivariate normality
• Extreme smoothing and testing for multivariate normality
• Limit theorems for \(U\)-processes
• Measures of multivariate skewness and kurtosis with applications
• Plotting squared radii
• Some new tests for multivariate normality
• Spherical harmonics
• Testing for normality in arbitrary dimension

Cited in

(7)

• Goodness of fit procedures for the multivariate linear model based on spherical harmonics
• On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data
• Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
• Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
• A statistic for testing the null hypothesis of elliptical symmetry
• A test for elliptical symmetry
• Using the empirical moment generating function in testing for the Weibull and the type I extreme value distributions

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