Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/43970
Title: A new test for multivariate normality by combining extreme and nonextreme BHEP tests
Authors: Tenreiro, C. 
Issue Date: 2017
Project: info:eu-repo/grantAgreement/FCT/COMPETE/132981/PT 
Serial title, monograph or event: Communications in Statistics - Simulation and Computation
Volume: 46
Issue: 3
Abstract: In this article, we propose a new multiple test procedure for assessing multivariate normality, which combines BHEP (Baringhaus–Henze–Epps–Pulley) tests by considering extreme and nonextreme choices of the tuning parameter in the definition of the BHEP test statistic. Monte Carlo power comparisons indicate that the new test presents a reasonable power against a wide range of alternative distributions, showing itself to be competitive against the most recommended procedures for testing a multivariate hypothesis of normality. We further illustrate the use of the new test for the Fisher Iris dataset.
URI: http://hdl.handle.net/10316/43970
Other Identifiers: 10.1080/03610918.2015.1011334
Rights: embargoedAccess
Appears in Collections:I&D CMUC - Artigos em Revistas Internacionais

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