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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. 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.
    3. 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.
    4. 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.
    5. 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.
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    Cited by:

    1. 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.
    2. 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.
    3. Norbert Henze, 2002. "Invariant tests for multivariate normality: a critical review," Statistical Papers, Springer, vol. 43(4), pages 467-506, October.
    4. 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.
    5. 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.
    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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