Testing multivariate normality by simulation

DOI10.1080/00949658608810966MaRDI QIDQ3749955zbMATH OpenOpenAlexFDO

Authors Wei-Yin Loh

Publication date 1986

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658608810966

zbMATH Keywords

simulationMardia's testlikelihood ratio statisticsconfidence regionspline interpolationnon-parametric density estimationtesting multivariate normalityactual percentage pointsasymptotic size of the testmultivariate skewness and kurtosis

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 3626442 (Why is no real title available?)
• A New Method for Testing Separate Families of Hypotheses
• Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform
• Frequency Polygons: Theory and Application
• Measures of multivariate skewness and kurtosis with applications
• Testing multivariate normality

Cited in

(7)

• Simultaneous multivariate tests under the normality assumption
• Hypothesis testing based on a vector of statistics
• An Appraisal and Bibliography of Tests for Multivariate Normality
• On tests for multivariate normality and associated simulation studies
• Testing normality of data on a multivariate grid
• Adaptive Smoothing and Density-Based Tests of Multivariate Normality
• A New Graphical Test for Multivariate Normality

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