A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality

DOI10.1016/j.csda.2009.04.016zbMath1454.62026OpenAlexW2001905677MaRDI QIDQ961873

Ping Shing Chan, Man-Lai Tang, Jia-Juan Liang

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.04.016

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

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