New tests for multivariate normality based on Small's and Srivastava's graphical methods
From MaRDI portal
Publication:4925451
DOI10.1080/00949655.2011.594051zbMath1431.62237OpenAlexW2021278218MaRDI QIDQ4925451
Zofia Hanusz, Joanna Tarasińska
Publication date: 12 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2011.594051
Related Items (7)
New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study ⋮ A powerful affine invariant test for multivariate normality based on interpoint distances of principal components ⋮ A new large sample goodness of fit test for multivariate normality based on chi squared probability plots ⋮ A necessary Bayesian nonparametric test for assessing multivariate normality ⋮ Are You All Normal? It Depends! ⋮ A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
Cites Work
- Unnamed Item
- A note on Srivastava and Hui's tests of multivariate normality
- On assessing multivariate normality based on Shapiro-Wilk W statistic
- An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
- A class of invariant consistent tests for multivariate normality
- Plotting squared radii
- An Appraisal and Bibliography of Tests for Multivariate Normality
- On tests for multivariate normality and associated simulation studies
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
This page was built for publication: New tests for multivariate normality based on Small's and Srivastava's graphical methods
