Chi-square tests for multivariate normality with application to common stock prices

DOI10.1080/03610928108828070zbMath0469.62039OpenAlexW1968369631MaRDI QIDQ3923422

John B. Stubblebine, David S. Moore

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1080/03610928108828070

zbMATH Keywords

multivariate normalitylarge-sample theorygoodness of fitchi-square testsdata-dependent cellsdistribution of common stock prices

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Related Items

New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study ⋮ Some new tests for multivariate normality ⋮ A test for elliptical symmetry ⋮ The components of chi-squared statistics for goodness-of-fit tests ⋮ Some multivariate goodness of fit tests based on data depth ⋮ A multivariate Kolmogorov-Smirnov test of goodness of fit ⋮ An Appraisal and Bibliography of Tests for Multivariate Normality ⋮ Some empirical distribution function tests for multivariate normality ⋮ Are You All Normal? It Depends! ⋮ An empirical goodness-of-fit test for multivariate distributions ⋮ A new goodness of fit test for multivariate normality ⋮ Spherical harmonics in quadratic forms for testing multivariate normality ⋮ A Note on Wald's Type Chi-squared Tests of Fit ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics ⋮ Robust distances for outlier-free goodness-of-fit testing ⋮ General chi-square goodness-of-fit tests with data-dependent cells ⋮ Some contributions to efficient statistics in structural models: Specification and estimation of moment structures ⋮ Invariant tests for multivariate normality: A critical review ⋮ The limiting distribution of a test for multivariate structure

Cites Work

• Multivariate stable distributions
• Some Recent Results in Chi-Square Goodness-of-Fit Tests
• Testing multivariate normality
• General chi-square goodness-of-fit tests with data-dependent cells
• A Chi-Square Statistic with Random Cell Boundaries
• Pearson chi-squared test of fit with random intervals
• RADIAL EIGENFUNCTIONS FOR THE ELASTIC CIRCULAR CYLINDER
• The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit
• On the Choice of the Number of Class Intervals in the Application of the Chi Square Test
• Unnamed Item