A goodness of fit test for multivariate normality

G. L. Hensler; K. G. Mehrotra; J. E. Michalek

doi:10.1080/03610927708827467

A goodness of fit test for multivariate normality

G. L. Hensler, K. G. Mehrotra, J. E. Michalek

Department of Electrical Engineering & Computer Science

Research output: Contribution to journal › Article › peer-review

9 Scopus citations

Abstract

A goodness of fit test for multivariate normality is developed. The test procedure reduces the composite null hypothesis to a simple null hypothesis that requires one to test uniformity of a set of observations between n and 1.

Original language	English (US)
Pages (from-to)	33-41
Number of pages	9
Journal	Communications in Statistics - Theory and Methods
Volume	6
Issue number	1
DOIs	https://doi.org/10.1080/03610927708827467
State	Published - Jan 1 1977

Keywords

marginal and conditional distributions
orthogonal transformations
reduction of a composite to a simple hypothesis

ASJC Scopus subject areas

Statistics and Probability

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10.1080/03610927708827467

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title = "A goodness of fit test for multivariate normality",

abstract = "A goodness of fit test for multivariate normality is developed. The test procedure reduces the composite null hypothesis to a simple null hypothesis that requires one to test uniformity of a set of observations between n and 1.",

keywords = "marginal and conditional distributions, orthogonal transformations, reduction of a composite to a simple hypothesis",

author = "Hensler, {G. L.} and Mehrotra, {K. G.} and Michalek, {J. E.}",

year = "1977",

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AU - Mehrotra, K. G.

AU - Michalek, J. E.

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N2 - A goodness of fit test for multivariate normality is developed. The test procedure reduces the composite null hypothesis to a simple null hypothesis that requires one to test uniformity of a set of observations between n and 1.

AB - A goodness of fit test for multivariate normality is developed. The test procedure reduces the composite null hypothesis to a simple null hypothesis that requires one to test uniformity of a set of observations between n and 1.

KW - marginal and conditional distributions

KW - orthogonal transformations

KW - reduction of a composite to a simple hypothesis

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JO - Communications in Statistics - Theory and Methods

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A goodness of fit test for multivariate normality

Abstract

Keywords

ASJC Scopus subject areas

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