2019
DOI: 10.17713/ajs.v48i5.853
|View full text |Cite
|
Sign up to set email alerts
|

Tests Based on Kurtosis for Multivariate Normality

Abstract: In this paper, we first transform a multivariate normal random vector into a random vector with elements that are approximately independent standard normal random variables. Then we propose the multivariate version generalized from the univariate normality test based on kurtosis from the literature. Power is investigated through the Monte Carlo Simulation with different significance level, dimension, and sample size. To assess the validity and accuracy of the new tests, we carry a comparative study with severa… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Publication Types

Select...

Relationship

0
0

Authors

Journals

citations
Cited by 0 publications
references
References 18 publications
0
0
0
Order By: Relevance

No citations

Set email alert for when this publication receives citations?