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https://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: | https://hdl.handle.net/10316/43979 | DOI: | 10.1016/j.csda.2010.12.004 10.1016/j.csda.2010.12.004 |
Rights: | embargoedAccess |
Appears in Collections: | I&D CMUC - Artigos em Revistas Internacionais |
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