Likelihood ratio tests for multivariate normality

DOI10.1080/03610926.2017.1332218zbMath1391.60032OpenAlexW2620521466MaRDI QIDQ4563505

Sangun Park, Ilmun Kim

Publication date: 1 June 2018

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1332218

zbMATH Keywords

likelihood ratio testgoodness of fitconsistent testAnderson-Darling testShapiro-Wilk testempirical standardization

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (6)

A Bayesian semiparametric Gaussian copula approach to a multivariate normality test ⋮ A necessary Bayesian nonparametric test for assessing multivariate normality ⋮ Testing normality in any dimension by Fourier methods in a multivariate Stein equation ⋮ Are You All Normal? It Depends! ⋮ Univariate likelihood projections and characterizations of the multivariate normal distribution ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics

Uses Software

• mvShapiroTest

Cites Work

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• Testing Statistical Hypotheses
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• A Test of Goodness of Fit
• A test for normality based on the empirical characteristic function

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