Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/43979
Title: An affine invariant multiple test procedure for assessing multivariate normality
Authors: Tenreiro, Carlos 
Issue Date: 2011
Serial title, monograph or event: Computational Statistics & Data Analysis
Volume: 55
Issue: 5
Abstract: A multiple test procedure for assessing multivariate normality (MVN) is proposed. The new test combines a finite set of affine invariant test statistics for MVN through an improved Bonferroni method. The usefulness of such an approach is illustrated by a multiple test including Mardia's and BHEP (Baringhaus-Henze-Epps-Pulley) tests that are among the most recommended procedures for testing MVN. A simulation study carried out for a wide range of alternative distributions, in order to analyze the finite sample power behavior of the proposed multiple test procedure, indicates that the new test demonstrates a good overall performance against other highly recommended MVN tests.
URI: http://hdl.handle.net/10316/43979
Other Identifiers: 10.1016/j.csda.2010.12.004
DOI: 10.1016/j.csda.2010.12.004
Rights: embargoedAccess
Appears in Collections:I&D CMUC - Artigos em Revistas Internacionais

Files in This Item:
File Description SizeFormat
cmvn-author's version.pdf250.64 kBAdobe PDFView/Open
Show full item record

SCOPUSTM   
Citations

11
checked on Jun 25, 2019

WEB OF SCIENCETM
Citations

11
checked on Jun 25, 2019

Page view(s)

72
checked on Oct 16, 2019

Download(s)

34
checked on Oct 16, 2019

Google ScholarTM

Check

Altmetric

Dimensions


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.