Tests for multivariate normality with pearson alternatives
Authors: A. Beraa; S. Johna
Abstract
We consider a multivariate Pearson family of distributions. Certain parametric restrictions lead to the multivariate normal distribution. Using this fact we propose a number of asymptotically efficient tests. Through Monte Carlo experiments these tests are compared with some of the existing test procedures. A table is provided from which finite-sample critical points can be obtained.
Keywords: Test for multivariate normality; multivariate skewness and kurtosis; multivariate Pearson family; score test; Monte Carlo experiment; comparison of power; critical points
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