On tests for multivariate normality and associated simulation studies

DOI10.1080/10629360600878449zbMath1255.62163OpenAlexW2156056663MaRDI QIDQ5454214

Katarzyna Naczk, Patrick J. Farrell, Matías Salibián Barrera

Publication date: 28 March 2008

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

Full work available at URL: https://doi.org/10.1080/10629360600878449

zbMATH Keywords

powersizegoodness-of-fitmultivariate normalityconsistent testsinvariant test

Mathematics Subject Classification ID

Related Items (19)

New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study ⋮ A Necessary Power Divergence Type Family Tests of Multivariate Normality ⋮ A robustified Jarque-Bera test for multivariate normality ⋮ A Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normality ⋮ A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market ⋮ Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis ⋮ Are You All Normal? It Depends! ⋮ An affine invariant multiple test procedure for assessing multivariate normality ⋮ A new functional statistic for multivariate normality ⋮ On the choice of the smoothing parameter for the BHEP goodness-of-fit test ⋮ New tests for multivariate normality based on Small's and Srivastava's graphical methods ⋮ Multivariate extension of chi-squared univariate normality test ⋮ A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function ⋮ A Generalization of Shapiro–Wilk's Test for Multivariate Normality ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics ⋮ A power study of goodness-of-fit tests for multivariate normality implemented in R ⋮ A MATLAB package for multivariate normality test ⋮ Multivariate normality test based on kurtosis with two-step monotone missing data ⋮ Simulation Study on Improved Shapiro–Wilk Tests for Normality

Uses Software

• AS 181

Cites Work

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