RT Journal Article
T1 A necessary power divergence type family tests of multivariate normality
A1 Batsidis, Apostolos
A1 Martin, Nirian
A1 Pardo Llorente, Leandro
A1 Zografos, Konstantinos
AB In a recent article, Cardoso de Oliveira and Ferreira have proposed a multivariate extension of the univariate chi-squared normality test, using a known result for the distribution of quadratic forms in normal variables. In this article, we propose a family of power divergence type test statistics for testing the hypothesis of multinormality. The proposed family of test statistics includes as a particular case the test proposed by Cardoso de Oliveira and Ferreira. We assess the performance of the new family of test statistics by using Monte Carlo simulation. In this context, the type I error rates and the power of the tests are studied, for important family members. Moreover, the performance of significant members of the proposed test statistics are compared with the respective performance of a multivariate normality test, proposed recently by Batsidis and Zografos. Finally, two well-known data sets are used to illustrate the method developed in this article as well as the specialized test of multivariate normality proposed by Batsidis and Zografos.
PB Marcel Dekker Inc
SN 0361-0918
YR 2013
FD 2013
LK https://hdl.handle.net/20.500.14352/33286
UL https://hdl.handle.net/20.500.14352/33286
LA eng
DS Docta Complutense
RD 29 abr 2024