Tests of multinormality based on location vectors and scatter matrices
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Publication:635897
DOI10.1007/S10260-007-0045-9zbMATH Open1405.62062OpenAlexW2050911569WikidataQ109744232 ScholiaQ109744232MaRDI QIDQ635897FDOQ635897
Authors: Annaliisa Kankainen, Sara Taskinen, Hannu Oja 
Publication date: 25 August 2011
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: http://urn.fi/URN:NBN:fi:jyu-201211293125
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Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
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Cited In (23)
- Fourth moments and independent component analysis
- Characteristics of multivariate distributions and the invariant coordinate system
- Preserving relationships between variables with MIVQUE based imputation for missing survey data
- Testing multinormality based on low-dimensional projection
- Modelling neuromuscular blockade: a stochastic approach based on clinical data
- Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality
- Testing normality in any dimension by Fourier methods in a multivariate Stein equation
- Invariant co-ordinate selection (with discussion)
- Optimal unbiased estimation of some population central moments
- Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
- Asymptotic and bootstrap tests for subspace dimension
- On the usage of joint diagonalization in multivariate statistics
- Are You All Normal? It Depends!
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
- Numerical Considerations and a new implementation for invariant coordinate selection
- Sub-dimensional Mardia measures of multivariate skewness and kurtosis
- A power study of goodness-of-fit tests for multivariate normality implemented in R
- An empirical goodness-of-fit test for multivariate distributions
- Asymptotic theory for the test for multivariate normality by Cox and Small
- On Mardia's tests of multinormality
- Tests for multivariate normality based on canonical correlations
- Goodness-of-fit tests for multivariate Laplace distributions
- Asymptotics and practical aspects of testing normality with kernel methods
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