Approximations to most powerful invariant tests for multinormality against some irregular alternatives

DOI10.1007/s11749-008-0136-4zbMath1203.62109OpenAlexW2030628073MaRDI QIDQ619164

Zbigniew Szkutnik, Piotr Majerski

Publication date: 22 January 2011

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-008-0136-4

zbMATH Keywords

likelihood ratio testLaplace expansioninvariant testtests for multinormality

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

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