Multivariate extension of chi-squared univariate normality test

DOI10.1080/00949650902731377zbMath1195.62059OpenAlexW1999176266MaRDI QIDQ3589956

Daniel F. Ferreira, Unnamed Author

Publication date: 17 September 2010

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650902731377

zbMATH Keywords

chi-squarednormality test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

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Uses Software

• R
• SAS

Cites Work

• On optimal and data-based histograms
• Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
• Applied Multivariate Analysis
• An Appraisal and Bibliography of Tests for Multivariate Normality
• An analysis of variance test for normality (complete samples)
• On tests for multivariate normality and associated simulation studies
• Measures of multivariate skewness and kurtosis with applications