A new functional statistic for multivariate normality

DOI10.1007/S11222-010-9186-ZzbMath1221.62090OpenAlexW1967017082MaRDI QIDQ637983

Yi-Ting Hwang, Chun-Chao Wang

Publication date: 8 September 2011

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-010-9186-z

zbMATH Keywords

Monte Carlo simulationsprojection pursuitunion-intersection principleHZ testShapiro-Wilk statistic

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05)

Related Items (2)

Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics ⋮ A MATLAB package for multivariate normality test

Uses Software

• fminsearch

Cites Work

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• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis

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