Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework

DOI10.1080/15598608.2013.806232zbMath1423.62074OpenAlexW2070330129MaRDI QIDQ2320910

Masashi Hyodo, Tatjana Pavlenko, Kazuyuki Koizumi

Publication date: 27 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2013.806232

zbMATH Keywords

multivariate skewnessmultivariate kurtosisJarque-Bera testnormality testnormalizing transformation

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Paired and multiple comparisons; multiple testing (62J15)

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