Spherical harmonics in quadratic forms for testing multivariate normality
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DOI: 10.1007/BF02595825
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References listed on IDEAS
- Bogdan, Malgorzata, 1999. "Data Driven Smooth Tests for Bivariate Normality," Journal of Multivariate Analysis, Elsevier, vol. 68(1), pages 26-53, January.
- 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.
- Henze, Norbert, 1997. "Extreme smoothing and testing for multivariate normality," Statistics & Probability Letters, Elsevier, vol. 35(3), pages 203-213, October.
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Cited by:
- Alejandra Cabaña & Adolfo Quiroz, 2005. "Using the empirical moment generating function in testing for the Weibull and the type I extreme value distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(2), pages 417-431, December.
- N. Balakrishnan & M. Brito & A. Quiroz, 2013. "On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(2), pages 161-177, February.
- 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.
- Huffer, Fred W. & Park, Cheolyong, 2007. "A test for elliptical symmetry," Journal of Multivariate Analysis, Elsevier, vol. 98(2), pages 256-281, February.
- Donald Richards, 2020. "Comments 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 903-906, December.
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More about this item
Keywords
Empirical processes; hypothesis testing; multivariate normality; spherical harmonics; primary: 62F03; 62E20; secondary: 60F17;All these keywords.
JEL classification:
Statistics
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