A new test for multivariate normality
From MaRDI portal
Publication:707395
DOI10.1016/j.jmva.2003.12.002zbMath1087.62070MaRDI QIDQ707395
Gábor J. Székely, Maria L. Rizzo
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
Projection pursuit; Goodness-of-fit; BHEP test; Henze-Zirkler test; Multivariate kurtosis; Multivariate skewness; Strictly negative definite
62G10: Nonparametric hypothesis testing
62H15: Hypothesis testing in multivariate analysis
65C05: Monte Carlo methods
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