IDEAS home Printed from https://ideas.repec.org/a/spr/stmapp/v16y2007i3p357-379.html
   My bibliography  Save this article

Tests of multinormality based on location vectors and scatter matrices

Author

Listed:
  • Annaliisa Kankainen
  • Sara Taskinen
  • Hannu Oja

Abstract

No abstract is available for this item.

Suggested Citation

  • Annaliisa Kankainen & Sara Taskinen & Hannu Oja, 2007. "Tests of multinormality based on location vectors and scatter matrices," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 16(3), pages 357-379, November.
    • Handle: RePEc:spr:stmapp:v:16:y:2007:i:3:p:357-379
    DOI: 10.1007/s10260-007-0045-9
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10260-007-0045-9
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10260-007-0045-9?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Thomas P. Hettmansperger, 2002. "A practical affine equivariant multivariate median," Biometrika, Biometrika Trust, vol. 89(4), pages 851-860, December.
    2. 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.
    3. Bera, A. & John, S., 1983. "Tests for multivariate normality with Pearson alternatives," LIDAM Reprints CORE 534, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Wanfang Chen & Marc G. Genton, 2023. "Are You All Normal? It Depends!," International Statistical Review, International Statistical Institute, vol. 91(1), pages 114-139, April.
    2. Loperfido, Nicola, 2021. "Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    3. Takayuki Yamada & Tetsuto Himeno, 2019. "Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality," Computational Statistics, Springer, vol. 34(2), pages 911-941, June.
    4. Norbert Henze & María Dolores Jiménez‐Gamero, 2021. "A test for Gaussianity in Hilbert spaces via the empirical characteristic functional," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 406-428, June.
    5. Ilmonen, Pauliina & Nevalainen, Jaakko & Oja, Hannu, 2010. "Characteristics of multivariate distributions and the invariant coordinate system," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1844-1853, December.
    6. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2012. "Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries," MPRA Paper 43306, University Library of Munich, Germany.
    7. Mariano Ruiz Espejo & Miguel Delgado Pineda & Saralees Nadarajah, 2013. "Optimal unbiased estimation of some population central moments," METRON, Springer;Sapienza Università di Roma, vol. 71(1), pages 39-62, June.
    8. Nordhausen, Klaus & Ruiz-Gazen, Anne, 2022. "On the usage of joint diagonalization in multivariate statistics," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    9. Ebner, Bruno, 2012. "Asymptotic theory for the test for multivariate normality by Cox and Small," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 368-379.
    10. Chowdhury, Joydeep & Dutta, Subhajit & Arellano-Valle, Reinaldo B. & Genton, Marc G., 2022. "Sub-dimensional Mardia measures of multivariate skewness and kurtosis," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
    11. 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.
    12. Gelein, Brigitte & Haziza, David & Causeur, David, 2014. "Preserving relationships between variables with MIVQUE based imputation for missing survey data," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 197-208.
    13. Makigusa, Natsumi & Naito, Kanta, 2020. "Asymptotics and practical aspects of testing normality with kernel methods," Journal of Multivariate Analysis, Elsevier, vol. 180(C).
    14. Måns Thulin, 2014. "Tests for multivariate normality based on canonical correlations," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 189-208, June.
    15. Philip Dörr & Bruno Ebner & Norbert Henze, 2021. "Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 456-501, June.
    16. David E. Tyler & Frank Critchley & Lutz Dümbgen & Hannu Oja, 2009. "Invariant co‐ordinate selection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(3), pages 549-592, June.
    17. Nordhausen, Klaus & Oja, Hannu & Tyler, David E., 2022. "Asymptotic and bootstrap tests for subspace dimension," Journal of Multivariate Analysis, Elsevier, vol. 188(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wanfang Chen & Marc G. Genton, 2023. "Are You All Normal? It Depends!," International Statistical Review, International Statistical Institute, vol. 91(1), pages 114-139, April.
    2. Norbert Henze, 2002. "Invariant tests for multivariate normality: a critical review," Statistical Papers, Springer, vol. 43(4), pages 467-506, October.
    3. G. Zioutas & C. Chatzinakos & T. D. Nguyen & L. Pitsoulis, 2017. "Optimization techniques for multivariate least trimmed absolute deviation estimation," Journal of Combinatorial Optimization, Springer, vol. 34(3), pages 781-797, October.
    4. Fred Huffer & Cheolyong Park, 2000. "A test for multivariate structure," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(5), pages 633-650.
    5. F. Javier Mencía & Enrique Sentana, 2004. "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," Working Papers wp2004_0411, CEMFI.
    6. Taskinen, Sara & Croux, Christophe & Kankainen, Annaliisa & Ollila, Esa & Oja, Hannu, 2006. "Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 359-384, February.
    7. C. Croux & C. Dehon & A. Yadine, 2010. "The k-step spatial sign covariance matrix," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 4(2), pages 137-150, September.
    8. Jaakko Nevalainen & Denis Larocque & Hannu Oja, 2007. "A weighted spatial median for clustered data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 355-379, February.
    9. Javier Mencía & Enrique Sentana, 2012. "Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 133-152, February.
    10. Davy Paindaveine & Germain Van Bever, 2017. "Tyler Shape Depth," Working Papers ECARES ECARES 2017-29, ULB -- Universite Libre de Bruxelles.
    11. Naito, Kanta, 1998. "Approximation of the Power of Kurtosis Test for Multinormality," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 166-180, May.
    12. Bontemps, Christian & Meddahi, Nour, 2005. "Testing normality: a GMM approach," Journal of Econometrics, Elsevier, vol. 124(1), pages 149-186, January.
    13. Bernard, Gaspard & Verdebout, Thomas, 2024. "On testing the equality of latent roots of scatter matrices under ellipticity," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
    14. Hallin Marc & Paindaveine Davy, 2006. "Parametric and semiparametric inference for shape: the role of the scale functional," Statistics & Risk Modeling, De Gruyter, vol. 24(3), pages 327-350, December.
    15. Frahm, Gabriel & Nordhausen, Klaus & Oja, Hannu, 2020. "M-estimation with incomplete and dependent multivariate data," Journal of Multivariate Analysis, Elsevier, vol. 176(C).
    16. Xu, Kai & Tian, Yan & He, Daojiang, 2021. "A high dimensional nonparametric test for proportional covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 184(C).
    17. Seija Sirkiä & Sara Taskinen & Hannu Oja & David Tyler, 2009. "Tests and estimates of shape based on spatial signs and ranks," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(2), pages 155-176.
    18. Paindaveine, Davy, 2008. "A canonical definition of shape," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2240-2247, October.
    19. Gutjahr, Steffen & Henze, Norbert & Folkers, Martin, 1999. "Shortcomings of Generalized Affine Invariant Skewness Measures," Journal of Multivariate Analysis, Elsevier, vol. 71(1), pages 1-23, October.
    20. Paindaveine, Davy & Van Bever, Germain, 2014. "Inference on the shape of elliptical distributions based on the MCD," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 125-144.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stmapp:v:16:y:2007:i:3:p:357-379. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.