A comparative study of goodness-of-fit tests for multivariate normality

DOI10.1006/jmva.1993.1063zbMath0778.62051OpenAlexW2060654009MaRDI QIDQ689353

Aydin Ozturk, Jorge Luis Romeu

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1063

zbMATH Keywords

tablesprojection methodsunion-intersection principleempirical critical valuesMonte Carlo power studymultivariate normality goodness-of-fit testsnon-normal alternatives

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

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