Comparison of tests for bivariate normality with unknown parameters by transformation to an univariate statistic

DOI10.1080/03610929608831719zbMath0875.62233OpenAlexW1996834752MaRDI QIDQ4337146

Cokki Versluis

Publication date: 19 May 1997

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

Full work available at URL: https://doi.org/10.1080/03610929608831719

zbMATH Keywords

goodness of fit testsregression testskurtosis testsskewness testsstatistical bundle theory

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Related Items (6)

A new approach to the BHEP tests for multivariate normality ⋮ Extreme smoothing and testing for multivariate normality ⋮ An Appraisal and Bibliography of Tests for Multivariate Normality ⋮ Data driven smooth tests for bivariate normality ⋮ Invariant tests for multivariate normality: A critical review ⋮ Tests for multinormality with applications to time series

Cites Work

• A modified Kolmogorov-Smirnov test sensitive to tail alternatives
• An alternative to the kolmogorov-smirnov test for goodness of fit
• Testing for bivariate normality using the empirical distribution function
• An analysis of variance test for normality (complete samples)
• The statistical theory of the strength of bundles of threads. I
• Unnamed Item

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