An Appraisal and Bibliography of Tests for Multivariate Normality

From MaRDI portal
Publication:4832085

DOI10.1111/j.1751-5823.2004.tb00228.xzbMath1211.62095OpenAlexW2071978833MaRDI QIDQ4832085

Christopher J. Mecklin, Daniel J. Mundfrom

Publication date: 3 January 2005

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1751-5823.2004.tb00228.x




Related Items

Testing multivariate distributions in GARCH modelsNew invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation studyLikelihood ratio tests for multivariate normalityTesting high-dimensional normality based on classical skewness and Kurtosis with a possible small sample sizeMultivariate specification tests based on a dynamic Rosenblatt transformA Q–Q plot for detecting non-multinormality based on a normal characterization and the S–W statisticModelling neuromuscular blockade: a stochastic approach based on clinical dataA powerful affine invariant test for multivariate normality based on interpoint distances of principal componentsA Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normalityA new large sample goodness of fit test for multivariate normality based on chi squared probability plotsA measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional marketMultivariate normality test using normalizing transformation for Mardia’s multivariate kurtosisTesting normality via a distributional fixed point property in the Stein characterizationA statistical test for the hypothesis of Gaussian random functionEstimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normalityTests of Normality of Functional DataTesting normality in mixed models using a transformation methodAn affine invariant multiple test procedure for assessing multivariate normalitySome multivariate goodness-of-fit tests based on data depthTrimming algorithms for clustering contaminated grouped data and their robustnessA non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related familiesAsymptotics for functionals of self-normalized residuals of discretely observed stochastic processesTests for multivariate normality based on canonical correlationsA note on Srivastava and Hui's tests of multivariate normalityMultivariate discount weighted regression and local level modelsEstimations for some functions of covariance matrix in high dimension under non-normality and its applicationsGeneralized Cramér-von Mises goodness-of-fit tests for multivariate distributionsA generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normalityUsing combinatorial optimization in model-based trimmed clustering with cardinality constraintsNormality test for multivariate conditional heteroskedastic dynamic regression modelsNew tests for multivariate normality based on Small's and Srivastava's graphical methodsMultivariate extension of chi-squared univariate normality testMultigaussian kriging for point-support estimation: incorporating constraints on the sum of the kriging weightsProjection pursuit based tests of normality with functional dataTests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statisticsTwo tests for multivariate normality based on the characteristic functionRobust distances for outlier-free goodness-of-fit testingA density based empirical likelihood approach for testing bivariate normalityA Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normalityGoodness-of-Fit Tests for Multivariate Distributions



Cites Work