Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality

DOI10.1007/s00180-018-00865-9zbMath1417.62154OpenAlexW2913095039WikidataQ128520936 ScholiaQ128520936MaRDI QIDQ2418080

Takayuki Yamada, Tetsuto Himeno

Publication date: 3 June 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-018-00865-9

zbMATH Keywords

Hadamard producttesting multivariate normalitymultivariate 3rd moment

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics

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