LBI tests for multivariate normality in exponential power distributions

DOI10.1016/0047-259X(91)90009-QzbMath0747.62052MaRDI QIDQ1182751

Yoichi Kuwana, Takeaki Kariya

Publication date: 28 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo studyasymptotic approximationlocally best invariant testpercentage pointstests for multivariate normalitymultivariate exponential power distributions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (10)

Elliptically Symmetric Distributions: A Review of Achieved Results and Open Issues ⋮ \(L_p\)-norm spherical distribution ⋮ An Appraisal and Bibliography of Tests for Multivariate Normality ⋮ A characterization of elliptical distributions and some optimality properties of principal components for functional data ⋮ $L_p$-norm uniform distribution ⋮ New insights on the multivariate skew exponential power distribution ⋮ Conditional Specification with Exponential Power Distributions ⋮ Acknowledgement of Priority: the Generalized Normal Distribution ⋮ Invariant tests for multivariate normality: A critical review ⋮ Estimation under \(\ell_{1}\)-symmetry

Cites Work

• Most powerful invariant tests for binormality
• The most powerful scale and location invariant test of the normal versus the double exponential
• Approximation Theorems of Mathematical Statistics
• More Light on the Kurtosis and Related Statistics
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