Please use this identifier to cite or link to this item:
https://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: | https://hdl.handle.net/10316/43970 | DOI: | 10.1080/03610918.2015.1011334 | Rights: | embargoedAccess |
Appears in Collections: | I&D CMUC - Artigos em Revistas Internacionais |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
cene-author's version.pdf | 223.04 kB | Adobe PDF | View/Open |
SCOPUSTM
Citations
7
checked on Aug 26, 2024
WEB OF SCIENCETM
Citations
50
7
checked on Sep 2, 2024
Page view(s)
334
checked on Sep 3, 2024
Download(s)
338
checked on Sep 3, 2024
Google ScholarTM
Check
Altmetric
Altmetric
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.