Tests of multinormality based on location vectors and scatter matrices
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References listed on IDEAS
- Thomas P. Hettmansperger, 2002. "A practical affine equivariant multivariate median," Biometrika, Biometrika Trust, vol. 89(4), pages 851-860, December.
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- Måns Thulin, 2014. "Tests for multivariate normality based on canonical correlations," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 189-208, June.
- Ilmonen, Pauliina & Nevalainen, Jaakko & Oja, Hannu, 2010. "Characteristics of multivariate distributions and the invariant coordinate system," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1844-1853, December.
- Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2012. "Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries," MPRA Paper 43306, University Library of Munich, Germany.
- David E. Tyler & Frank Critchley & Lutz Dümbgen & Hannu Oja, 2009. "Invariant co-ordinate selection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(3), pages 549-592.
- Mariano Ruiz Espejo & Miguel Delgado Pineda & Saralees Nadarajah, 2013. "Optimal unbiased estimation of some population central moments," METRON, Springer;Sapienza Università di Roma, vol. 71(1), pages 39-62, June.
- Gelein, Brigitte & Haziza, David & Causeur, David, 2014. "Preserving relationships between variables with MIVQUE based imputation for missing survey data," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 197-208.
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KeywordsAffine invariance; Kurtosis; Pitman efficiency; Skewness;
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