An affine invariant multiple test procedure for assessing multivariate normality
From MaRDI portal
Publication:901586
DOI10.1016/j.csda.2010.12.004zbMath1328.62357MaRDI QIDQ901586
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
62G20: Asymptotic properties of nonparametric inference
62H15: Hypothesis testing in multivariate analysis
Related Items
On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests, A MATLAB package for multivariate normality test, CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS, The probability weighted characteristic function and goodness-of-fit testing, On energy tests of normality, Nonparametric probability weighted empirical characteristic function and applications, A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function, Goodness-of-fit tests based on the empirical characteristic function
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A comparative study of goodness-of-fit tests for multivariate normality
- A new test for multivariate normality
- Two tests for multivariate normality based on the characteristic function
- Consistency of some tests for multivariate normality
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test
- Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions
- A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality
- Goodness-of-fit tests based on empirical characteristic functions
- A goodness-of-fit test for normality based on polynomial regression
- A consistent test for multivariate normality based on the empirical characteristic function
- Limit distributions for Mardia's measure of multivariate skewness
- A new approach to the BHEP tests for multivariate normality
- Extreme smoothing and testing for multivariate normality
- Characterization-based Q--Q plots for testing multinormality
- Testing for normality in arbitrary dimension
- Invariant tests for multivariate normality: A critical review
- Adaptive goodness-of-fit tests in a density model
- Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
- Goodness-of-Fit Tests for Multivariate Distributions
- A class of invariant consistent tests for multivariate normality
- Rao score tests for goodness of fit and independence
- The Probability Plot Correlation Coefficient Test for Normality
- An Appraisal and Bibliography of Tests for Multivariate Normality
- The asymptotic behavior of a variant of multivariate kurtosis
- Adaptive Smoothing and Density-Based Tests of Multivariate Normality
- An analysis of variance test for normality (complete samples)
- 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
- Establishing the Positive Definiteness of the Sample Covariance Matrix
- Measures of multivariate skewness and kurtosis with applications
- A test for normality based on the empirical characteristic function
