mvShapiroTest

swMATH11290CRANmvShapiroTestMaRDI QIDQ23236FDOQ23236

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

Cited In (27)

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

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