A note on Srivastava and Hui's tests of multivariate normality

DOI10.1016/J.JMVA.2008.02.035zbMath1151.62326OpenAlexW1964786499MaRDI QIDQ957319

Zofia Hanusz, Joanna Tarasińska

Publication date: 27 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.035

zbMATH Keywords

multivariate normalitySrivastava and Hui's tests

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items (4)

New tests for multivariate normality based on Small's and Srivastava's graphical methods ⋮ A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics ⋮ Simulation Study on Improved Shapiro–Wilk Tests for Normality

Cites Work

• On assessing multivariate normality based on Shapiro-Wilk W statistic
• An Appraisal and Bibliography of Tests for Multivariate Normality
• An analysis of variance test for normality (complete samples)
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