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Approximation of the Power of Kurtosis Test for Multinormality

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  • Naito, Kanta

Abstract

In this paper we investigate performances of the test of multinormality introduced by Malkovich and Afifi. An approximation formula of the power of the test against elliptically symmetric distributions is derived. Examples which illustrate the present results are also discussed.

Suggested Citation

  • Naito, Kanta, 1998. "Approximation of the Power of Kurtosis Test for Multinormality," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 166-180, May.
    • Handle: RePEc:eee:jmvana:v:65:y:1998:i:2:p:166-180
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    References listed on IDEAS

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    1. Baringhaus, L. & Henze, N., 1991. "Limit distributions for measures of multivariate skewness and kurtosis based on projections," Journal of Multivariate Analysis, Elsevier, vol. 38(1), pages 51-69, July.
    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.
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    Cited by:

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

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