A new test for multivariate normality
Tóm tắt
Từ khóa
Tài liệu tham khảo
Anderson, 1954, A test of goodness-of-fit, J. Amer. Statist. Assoc, 49, 765, 10.1080/01621459.1954.10501232
Baringhaus, 1988, A consistent test for multivariate normality based on the empirical characteristic function, Metrika, 35, 339, 10.1007/BF02613322
Baringhaus, 1992, Limit distributions for Mardia's measure of multivariate skewness, Ann. Statist, 20, 1889, 10.1214/aos/1176348894
Bickel, 1986, The Edgeworth expansion for U-statistics of degree two, Ann. Statist, 14, 1463, 10.1214/aos/1176350170
Bowman, 1993, Adaptive smoothing and density based tests of multivariate normality, J. Amer. Statist. Assoc, 88, 529, 10.1080/01621459.1993.10476304
Cui, 1996, The P-values of testing for multinormality based on the PP skewness and kurtosis, Progr. Nat. Sci, 6, 277
Epps, 1983, A test for normality based on the empirical characteristic function, Biometrika, 70, 723, 10.1093/biomet/70.3.723
Fang, 1994
Götze, 1979, Asymptotic expansions for bivariate von Mises functionals, Z. Wahrsch. Verw. Gebiete, 50, 333, 10.1007/BF00534154
Henze, 1994, On Mardia's kurtosis test for multivariate normality, Comm. Statist. Theory Methods, 23, 1031, 10.1080/03610929408831303
Henze, 1997, A new approach to the BHEP tests for multivariate normality, J. Multivariate Anal, 62, 1, 10.1006/jmva.1997.1684
Henze, 1990, A class of invariant and consistent tests for multivariate normality, Comm. Statist. Theory Methods, 19, 3595, 10.1080/03610929008830400
Hoeffding, 1948, A class of statistics with asymptotically normal distribution, Ann. Math. Statist, 49, 293, 10.1214/aoms/1177730196
Horswell, 1992, A comparison of tests for multivariate normality that are based on measures of multivariate skewness and kurtosis, J. Statist. Comput. Simul, 42, 21, 10.1080/00949659208811407
Malkovich, 1973, On tests for multivariate normality, J. Amer. Statist. Assoc, 68, 519, 10.1080/01621459.1973.10481358
Mardia, 1970, Measures of multivariate skewness and kurtosis with applications, Biometrika, 57, 519, 10.1093/biomet/57.3.519
Morgenstern, 2001, Proof of a conjecture by Walter Deuber concerning the distance between points of two types in Rd, Discrete Math, 226, 347, 10.1016/S0012-365X(00)00209-0
Nikitin, 1995
Romeu, 1993, A comparative study of goodness-of-fit tests for multivariate normality, J. Multivariate Anal, 46, 309, 10.1006/jmva.1993.1063
Santaló, 1976
Serfling, 1980
Solomon, 1978
Székely, 1996
Székely, 2001, Pre-limit and post-limit theorems for statistics, 411
Székely, 2001, A characteristic measure of asymmetry and its application for testing diagonal symmetry, Comm. Statist. Theory Methods, 30, 1633, 10.1081/STA-100105689
Thas, 2003, Some generalizations of the Anderson–Darling statistic, Statist. Probab. Lett, 64, 255, 10.1016/S0167-7152(03)00169-X
van der Vaart, 1998
Zhu, 1997, On estimated projection pursuit-type Cramer–von Mises Statistics, J. Multivariate Anal, 63, 1, 10.1006/jmva.1997.1673