An affine invariant multiple test procedure for assessing multivariate normality
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Publication:901586
DOI10.1016/J.CSDA.2010.12.004zbMATH Open1328.62357OpenAlexW2136130867MaRDI QIDQ901586FDOQ901586
Authors: Carlos Tenreiro 
Publication date: 12 January 2016
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10316/43979
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Cited In (20)
- The probability weighted characteristic function and goodness-of-fit testing
- On energy tests of normality
- Invariant tests for multivariate normality: A critical review
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
- Assessing multivariate normality: a compendium
- Goodness-of-fit tests based on the empirical characteristic function
- A correlation type procedure for assessing multivariate normality
- Tests for circular symmetry of complex-valued random vectors
- Nonparametric probability weighted empirical characteristic function and applications
- Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations
- Title not available (Why is that?)
- A class of invariant consistent tests for multivariate normality
- A MATLAB package for multivariate normality test
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
- Are You All Normal? It Depends!
- Optimum invariant tests on discriminant coefficients or means of multinormal population with additional information
- On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests
- Title not available (Why is that?)
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS
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