Approximations to most powerful invariant tests for multinormality against some irregular alternatives

DOI10.1007/s11749-008-0136-4zbMath1203.62109MaRDI QIDQ619164

Zbigniew Szkutnik, Piotr Majerski

Publication date: 22 January 2011

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-008-0136-4

zbMATH Keywords

likelihood ratio test; Laplace expansion; invariant test; tests for multinormality

Mathematics Subject Classification ID

62H15: Hypothesis testing in multivariate analysis

65C05: Monte Carlo methods

62F05: Asymptotic properties of parametric tests

Related Items

Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics, On the Durbin-Wagle randomization device and some of its applications, A note on asymptotic expansions for the power of perturbed tests, A comment on affine invariance and ancillarity in testing multivariate normality

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