A new test for multivariate normality

DOI10.1016/j.jmva.2003.12.002zbMath1087.62070OpenAlexW1994884074MaRDI QIDQ707395

Gábor J. Székely, Maria L. Rizzo

Publication date: 9 February 2005

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2003.12.002

zbMATH Keywords

Projection pursuitGoodness-of-fitBHEP testHenze-Zirkler testMultivariate kurtosisMultivariate skewnessStrictly negative definite

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

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