Tests for multivariate normality with pearson alternatives

A. Bera, S. John

Research output: Contribution to journalArticlepeer-review

Abstract

We consider a multivariate Pearson family of distributions. Certain parametric restrictions lead to the multivariate normal distribution. Using this fact we propose a number of asymptotically efficient tests. Through Monte Carlo experiments these tests are compared with some of the existing test procedures. A table is provided from which finite-sample critical points can be obtained.

Original languageEnglish (US)
Pages (from-to)103-117
Number of pages15
JournalCommunications in Statistics - Theory and Methods
Volume12
Issue number1
DOIs
StatePublished - Jan 1 1983
Externally publishedYes

Keywords

  • Monte Carlo experiment
  • Test for multivariate normality
  • comparison of power
  • critical points
  • multivariate Pearson family
  • multivariate skewness and kurtosis
  • score test

ASJC Scopus subject areas

  • Statistics and Probability

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