A powerful affine invariant test for multivariate normality based on interpoint distances of principal components

DOI10.1080/03610918.2017.1309667OpenAlexW2597778104MaRDI QIDQ5084915

Fabian C. Okafor, Mbanefo S. Madukaife

Publication date: 29 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1309667

zbMATH Keywords

multivariate normalityprincipal componentsQ-Q plotempirical powertype-I error ratepopulation \(p\)th quantile

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (4)

A Bayesian semiparametric Gaussian copula approach to a multivariate normality test ⋮ 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 ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics

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