A density based empirical likelihood approach for testing bivariate normality

DOI10.1080/00949655.2018.1476516OpenAlexW2805011288WikidataQ92927696 ScholiaQ92927696MaRDI QIDQ4960703

Gregory Gurevich, Albert Vexler

Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc6586021

zbMATH Keywords

entropygoodness-of-fitdensity estimationempirical likelihoodbivariate normalityhistogram density estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Unnamed Item

Uses Software

• R
• mvShapiroTest

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Generalization of Shapiro–Wilk's Test for Multivariate Normality
• Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy
• A bivariate histogram density estimator: Consistency and asymptotic normality
• Sample estimate of the entropy of a random vector
• Nonparametric curve estimation. Methods, theory, and applications
• A test for homogeneity of ordered means of inverse Gaussian populations
• An entropy characterization of the inverse Gaussian distribution and related goodness-of-fit test
• Efficient multivariate entropy estimation via \(k\)-nearest neighbour distances
• A test for multivariate normality based on sample entropy and projection pursuit
• An exact density-based empirical likelihood ratio test for paired data
• Computing Critical Values of Exact Tests by Incorporating Monte Carlo Simulations Combined with Statistical Tables
• Recent Developments in Nonparametric Density Estimation
• Continuous Bivariate Distributions
• A New Test for Multivariate Normality and Homoscedasticity
• A class of invariant consistent tests for multivariate normality
• An evaluation of the power and conditionality properties of empirical likelihood
• A histogram method of density estimation
• An Appraisal and Bibliography of Tests for Multivariate Normality
• Asymptotic behavior of the grenander estimator at density flat regions
• An extensive power evaluation of a novel two-sample density-based empirical likelihood ratio test for paired data with an application to a treatment study of attention-deficit/hyperactivity disorder and severe mood dysregulation
• Testing Statistical Hypotheses
• The Performance of Some Rough Tests for Bivariate Normality before and after Coordinate Transformations to Normality
• A Simple Density-Based Empirical Likelihood Ratio Test for Independence
• A test for normality based on the empirical characteristic function
• On asymptotically optimal tests

This page was built for publication: A density based empirical likelihood approach for testing bivariate normality