Testing for bivariate normality using the empirical distribution function

DOI10.1080/03610927908827793MaRDI QIDQ3897863zbMATH OpenOpenAlexFDO

Authors A. N. Pettitt

Publication date 1979

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610927908827793

zbMATH Keywords

asymptotic percentage pointsCramer-von Mises statisticempirical distributiongoodness of fittesting for bivariate normality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

Cites work

• Asymptotic results for goodness-of-fit statistics with unknown parameters
• Fredholm Determinant of a Positive Definite Kernel of a Special Type and Its Application
• On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
• TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
• The Cramer-Smirnov Test in the Parametric Case

Cited in

(2)

• Some empirical distribution function tests for multivariate normality
• Comparison of tests for bivariate normality with unknown parameters by transformation to an univariate statistic

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