A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach

DOI10.1080/01621459.2021.1953507zbMath1514.62085arXiv1904.05289OpenAlexW3182454004MaRDI QIDQ6107242

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Publication date: 3 July 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.05289

zbMATH Keywords

nearest neighborcovariance matrix estimationhigh-dimensional test

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

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