Approximation of the Power of Kurtosis Test for Multinormality
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References listed on IDEAS
- 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.
- 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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- Norbert Henze, 2002. "Invariant tests for multivariate normality: a critical review," Statistical Papers, Springer, vol. 43(4), pages 467-506, October.
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Keywordselliptically symmetric distribution; Gaussian random field; multivariate kurtosis; power; tail probability; test for multinormality;
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