Testing Multivariate Normality Based on Beta-Representative Points
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- Bruno Ebner & Norbert Henze, 2020. "Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 845-892, December.
- 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.
- Bruno Ebner & Norbert Henze, 2020. "Rejoinder on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 911-913, December.
- Norbert Henze, 2002. "Invariant tests for multivariate normality: a critical review," Statistical Papers, Springer, vol. 43(4), pages 467-506, October.
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Keywords
affine invariance; beta distribution; chi-square test; multivariate normality; representative points;All these keywords.
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