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Goodness-of-fit analysis for multivariate normality based on generalized quantiles

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  • Beirlant, J.
  • Mason, D. M.
  • Vynckier, C.

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  • Beirlant, J. & Mason, D. M. & Vynckier, C., 1999. "Goodness-of-fit analysis for multivariate normality based on generalized quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 30(2), pages 119-142, April.
    • Handle: RePEc:eee:csdana:v:30:y:1999:i:2:p:119-142
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    References listed on IDEAS

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    1. Einmahl, J. H.J. & Mason, D.M., 1992. "Generalized quantile processes," Other publications TiSEM b2a76bac-045d-457f-869f-d, Tilburg University, School of Economics and Management.
    2. D. M. Titterington, 1978. "Estimation of Correlation Coefficients by Ellipsoidal Trimming," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 27(3), pages 227-234, November.
    3. LaRiccia, Vincent & Mason, David M., 1986. "Cramér-von Mises statistics based on the sample quantile function and estimated parameters," Journal of Multivariate Analysis, Elsevier, vol. 18(1), pages 93-106, February.
    4. Romeu, J. L. & Ozturk, A., 1993. "A Comparative Study of Goodness-of-Fit Tests for Multivariate Normality," Journal of Multivariate Analysis, Elsevier, vol. 46(2), pages 309-334, August.
    5. Cook, R. D. & Hawkins, D. M. & Weisberg, S., 1993. "Exact iterative computation of the robust multivariate minimum volume ellipsoid estimator," Statistics & Probability Letters, Elsevier, vol. 16(3), pages 213-218, February.
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    Cited by:

    1. Beirlant, J. & Buitendag, S. & del Barrio, E. & Hallin, M. & Kamper, F., 2020. "Center-outward quantiles and the measurement of multivariate risk," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 79-100.
    2. Serfling, Robert, 2002. "Generalized Quantile Processes Based on Multivariate Depth Functions, with Applications in Nonparametric Multivariate Analysis," Journal of Multivariate Analysis, Elsevier, vol. 83(1), pages 232-247, October.
    3. L. Fattorini & C. Pisani, 2000. "Assessing multivariate normality on the "worst" sample configuration," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 23-38.
    4. Cerioli, Andrea & Farcomeni, Alessio & Riani, Marco, 2013. "Robust distances for outlier-free goodness-of-fit testing," Computational Statistics & Data Analysis, Elsevier, vol. 65(C), pages 29-45.
    5. Norbert Henze, 2002. "Invariant tests for multivariate normality: a critical review," Statistical Papers, Springer, vol. 43(4), pages 467-506, October.
    6. Sirao Wang & Jiajuan Liang & Min Zhou & Huajun Ye, 2022. "Testing Multivariate Normality Based on F -Representative Points," Mathematics, MDPI, vol. 10(22), pages 1-22, November.

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