A comparative study of goodness-of-fit tests for multivariate normality
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Publication:689353
DOI10.1006/JMVA.1993.1063zbMATH Open0778.62051OpenAlexW2060654009MaRDI QIDQ689353FDOQ689353
Authors: Jorge Luis Romeu, Aydin Ozturk 
Publication date: 6 December 1993
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1993.1063
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Cited In (39)
- An affine invariant multiple test procedure for assessing multivariate normality
- A large deviation approach to normality testing
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test
- A new goodness of fit test for multivariate normality
- Approximation of the power of kurtosis test for multinormality.
- Goodness-of-fit analysis for multivariate normality based on generalized quantiles.
- A new approach to the BHEP tests for multivariate normality
- Extreme smoothing and testing for multivariate normality
- Some Applications of Läuter's Technique in Tests for Spherical Symmetry
- A robustified Jarque-Bera test for multivariate normality
- Invariant tests for multivariate normality: A critical review
- Relative efficiencies of goodness of fit procedures for assessing univariate normality
- A necessary power divergence type family tests of multivariate normality
- Testing multinormality based on low-dimensional projection
- Tests for multinormality with applications to time series
- Testing for multivariate normality via univariate tests: A case study using lead isotope ratio data
- A test for multivariate structure
- Using principal components to test normality of high-dimensional data
- Normality-based validation for crisp clustering
- Are You All Normal? It Depends!
- An Appraisal and Bibliography of Tests for Multivariate Normality
- A characterization of multivariate normal distribution and its application
- Tests of multinormality based on location vectors and scatter matrices
- A Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normality
- A new large sample goodness of fit test for multivariate normality based on chi squared probability plots
- Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis
- A new test for multivariate normality
- A Q–Q plot for detecting non-multinormality based on a normal characterization and the S–W statistic
- A power study of goodness-of-fit tests for multivariate normality implemented in R
- On tests for multivariate normality and associated simulation studies
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
- A test for elliptical symmetry
- A New Graphical Test for Multivariate Normality
- Tests of Linearity, Multivariate Normality and the Adequacy of Linear Scores
- Testing of two-dimensional Gaussian processes by sample cross-covariance function
- Asymptotics and practical aspects of testing normality with kernel methods
- Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size
- Testing multivariate normality in incomplete data of small sample size
- Spherical harmonics in quadratic forms for testing multivariate normality
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