New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study

DOI10.1080/03610926.2014.901370zbMath1342.62085OpenAlexW2305485899MaRDI QIDQ3178640

Yevgeniy Voinov, Rashid Makarov, Natalie Pya, Vassily Voinov

Publication date: 15 July 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.901370

zbMATH Keywords

multivariate normalitypower of testssymmetric alternativeschi-squared goodness-of-fit testsinvariant and consistent tests

Mathematics Subject Classification ID

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

Related Items (7)

A new large sample goodness of fit test for multivariate normality based on chi squared probability plots ⋮ Testing normality in any dimension by Fourier methods in a multivariate Stein equation ⋮ Are You All Normal? It Depends! ⋮ A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics ⋮ Bayesian test of normality versus a Dirichlet process mixture alternative ⋮ Student's-\(t\) process with spatial deformation for spatio-temporal data

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