Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis
From MaRDI portal
Publication:5087993
DOI10.1080/03610918.2019.1661476OpenAlexW2972361912MaRDI QIDQ5087993
Takashi Seo, Ayako Hara, Rie Enomoto, Zofia Hanusz
Publication date: 4 July 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1661476
asymptotic distributionasymptotic expansionmultivariate normal distributionnormalizing transformationmultivariate sample kurtosis
Related Items (2)
Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics ⋮ Multivariate normality test based on kurtosis with two-step monotone missing data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A comparative study of goodness-of-fit tests for multivariate normality
- Consistency of some tests for multivariate normality
- A consistent test for multivariate normality based on the empirical characteristic function
- On the asymptotic normality of test statistics using Song's kurtosis
- The null distribution of multivariate kurtosis
- Normalizing transformations of some statistics in multivariate analysis
- A class of invariant consistent tests for multivariate normality
- An Appraisal and Bibliography of Tests for Multivariate Normality
- The effects on the distributions of sample canonical correlations under nonnormality
- On Mardia’s kurtosis test for multivariate normality
- A Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normality
- On tests for multivariate normality and associated simulation studies
- Measures of multivariate skewness and kurtosis with applications
- Rényi information, loglikelihood and an intrinsic distribution measure
This page was built for publication: Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis
