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Assessing multivariate normality on the "worst" sample configuration

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  • L. Fattorini
  • C. Pisani

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  • L. Fattorini & C. Pisani, 2000. "Assessing multivariate normality on the "worst" sample configuration," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 23-38.
    • Handle: RePEc:mtn:ancoec:00010202
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    File URL: https://www.dss.uniroma1.it/RePec/mtn/articoli/2000-LVIII-1_2-2.pdf
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    References listed on IDEAS

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    1. J. P. Royston, 1983. "Some Techniques for Assessing Multivarate Normality Based on the Shapiro‐Wilk W," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 32(2), pages 121-133, June.
    2. Takeaki Kariya & Ruey Tsay & Nobuhiko Terui & Hong Li, 1992. "Tests for Multinormality with Application to Time Series," Discussion Paper Series a264, Institute of Economic Research, Hitotsubashi University.
    3. Sándor Csörgő, 1989. "Consistency of some tests for multivariate normality," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 36(1), pages 107-116, December.
    4. Kuwana, Yoichi & Kariya, Takeaki, 1991. "LBI tests for multivariate normality in exponential power distributions," Journal of Multivariate Analysis, Elsevier, vol. 39(1), pages 117-134, October.
    5. Beirlant, J. & Mason, D. M. & Vynckier, C., 1999. "Goodness-of-fit analysis for multivariate normality based on generalized quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 30(2), pages 119-142, April.
    6. 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:

    1. Szkutnik, Zbigniew, 2012. "On the Durbin–Wagle randomization device and some of its applications," Journal of Multivariate Analysis, Elsevier, vol. 109(C), pages 103-108.

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