The DOI matches its Crossref record; 15 of the 15 references it cites were found in a registry or an index.
A class of invariant consistent tests for multivariate normality
Abstract
Let be independent identically distributed random vectors in Rd d ≥ 1 , with sample mean [Xbar] n and sample covariance matrix S n . We present a class of practicable afflne-invariant tests for the composite hypothesis H d the law of X 1 is a non-degenerate normal distribution which are consistent against any fixed non- normal alternative distribution. The test statistic is a weighted integral of the squared modulus of the difference between the empirical characteristic function of the scaled residuals and its pointwise limit under H d - An alternative representation is given in terms of an L 2-distance between densities. The limiting null distribution of the test statistic is obtained. Power performance of the new tests is assessed in a Monte Carlo study.
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Cited by
Energy statistics: A class of statistics based on distances
Székely, G. J., & Rizzo, M. L. (2013) · Journal of Statistical Planning and Inference · doi:10.1016/j.jspi.2013.03.018 · Cited by 695
A new test for multivariate normality
Székely, G. J., & Rizzo, M. L. (2005) · Journal of Multivariate Analysis · doi:10.1016/j.jmva.2003.12.002 · Cited by 317
Modeling the cognitive mechanisms linking autism symptoms and anxiety in adults.
Maisel, M. E., Stephenson, K. G., South, M., Rodgers, J., Freeston, M. H., & Gaigg, S. B. (2016) · Journal of Abnormal Psychology · doi:10.1037/abn0000168 · Cited by 132
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Metadata
- Authors
- Henze, N., & Zirkler, B.
- Venue
- Communications in Statistics - Theory and Methods
- Publisher
- Informa UK Limited
- Published
- 1990-01
- Volume
- 19
- Issue
- 10
- Pages
- 3595-3617
- ISSN
- 0361-0926 (ISSN-L)
- 1532-415X
- OpenAlex
- W1970957555
- Cited by
- 710
- References
- 15
- FWCI
- 0.85
- Type
- journal article
- Language
- en
- Open access
- closed
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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