Approximation of the power of kurtosis test for multinormality.

DOI10.1006/jmva.1997.1728zbMath1127.62362OpenAlexW2014498847MaRDI QIDQ1264516

Kanta Naito

Publication date: 29 September 1998

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

Full work available at URL: https://doi.org/10.1006/jmva.1997.1728

zbMATH Keywords

tail probabilityelliptically symmetric distributionGaussian random field, multivariate kurtosistest for multinormality

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

Elliptically Symmetric Distributions: A Review of Achieved Results and Open Issues ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics ⋮ Invariant tests for multivariate normality: A critical review

Cites Work

• A comparative study of goodness-of-fit tests for multivariate normality
• Limit distributions for measures of multivariate skewness and kurtosis based on projections
• Projection pursuit
• Tail probabilities of the maxima of Gaussian random fields
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