A Bayesian semiparametric Gaussian copula approach to a multivariate normality test

DOI10.1080/00949655.2020.1820504OpenAlexW3089104200MaRDI QIDQ5033941

Zahra Saberi, Forough Fazeli Asl, Luai Al-Labadi

Publication date: 24 February 2022

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

Full work available at URL: https://arxiv.org/abs/1907.01736

zbMATH Keywords

Dirichlet processhigh-dimensional dataenergy distancerelative belief inferencessemiparametric Gaussian copula model

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Bayesian inference (62F15) Statistics (62-XX)

Related Items (2)

A Bayesian nonparametric multi-sample test in any dimension ⋮ On robustness of the relative belief ratio and the strength of its evidence with respect to the geometric contamination prior

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