mvShapiroTest

swMATH11290CRANmvShapiroTestMaRDI QIDQ23236

Generalized Shapiro-Wilk test for multivariate normality

Elizabeth Gonzalez-estrada

Last update: 4 November 2013

Copyright license: GNU General Public License

Software version identifier: 1.0

Source code repository: https://github.com/cran/mvShapiroTest

Described by source

• A Generalization of Shapiro–Wilk's Test for Multivariate Normality

Related Items (27)

A flexible factor analysis based on the class of mean-mixture of normal distributions ⋮ Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors ⋮ Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function ⋮ On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution ⋮ A test based on data depth for testing location-scale of the two multivariate populations ⋮ Likelihood ratio tests for multivariate normality ⋮ A robustified Jarque-Bera test for multivariate normality ⋮ Modelling neuromuscular blockade: a stochastic approach based on clinical data ⋮ A necessary Bayesian nonparametric test for assessing multivariate normality ⋮ Nonparametric tests for multivariate multi-sample locations based on data depth ⋮ A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families ⋮ Insights of global sensitivity analysis in biological models with dependent parameters ⋮ Analysis of multinomial counts with joint zero-inflation, with an application to health economics ⋮ Goodness-of-fit tests for multivariate Laplace distributions ⋮ A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function ⋮ Expectile depth: theory and computation for bivariate datasets ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics ⋮ An R package for testing goodness of fit: goft ⋮ A density based empirical likelihood approach for testing bivariate normality ⋮ A power study of goodness-of-fit tests for multivariate normality implemented in R ⋮ Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions ⋮ A MATLAB package for multivariate normality test ⋮ Sub-dimensional Mardia measures of multivariate skewness and kurtosis ⋮ Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap ⋮ Shapiro-Wilk test for multivariate skew-normality ⋮ Estimation of reliability from a bivariate log-normal data ⋮ A skew factor analysis model based on the normal mean–variance mixture of Birnbaum–Saunders distribution

This page was built for software: mvShapiroTest