A new test for multivariate normality

DOI10.1016/j.jmva.2003.12.002zbMath1087.62070MaRDI QIDQ707395

Publication date: 9 February 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2003.12.002

zbMATH Keywords

Projection pursuit; Goodness-of-fit; BHEP test; Henze-Zirkler test; Multivariate kurtosis; Multivariate skewness; Strictly negative definite

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62H15: Hypothesis testing in multivariate analysis

65C05: Monte Carlo methods

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