A goodness of fit test for multivariate normality

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

Research output: Contribution to journalArticle

8 Citations (Scopus)

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 languageEnglish (US)
Pages (from-to)33-41
Number of pages9
JournalCommunications in Statistics - Theory and Methods
Volume6
Issue number1
DOIs
StatePublished - Jan 1 1977

Fingerprint

Multivariate Normality
Goodness of Fit Test
Null hypothesis
Uniformity
Composite
Observation

Keywords

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

ASJC Scopus subject areas

  • Statistics and Probability

Cite this

A goodness of fit test for multivariate normality. / Hensler, G. L.; Mehrotra, K. G.; Michalek, J. E.

In: Communications in Statistics - Theory and Methods, Vol. 6, No. 1, 01.01.1977, p. 33-41.

Research output: Contribution to journalArticle

Hensler, G. L. ; Mehrotra, K. G. ; Michalek, J. E. / A goodness of fit test for multivariate normality. In: Communications in Statistics - Theory and Methods. 1977 ; Vol. 6, No. 1. pp. 33-41.
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