2026-06-28T10:09:19Zhttps://docta.ucm.es/rest/oai/requestoai:docta.ucm.es:20.500.14352/332862023-08-28T06:37:37Zcom_20.500.14352_14col_20.500.14352_15
Docta Complutense
author
Batsidis, Apostolos
author
Martin, Nirian
author
Pardo Llorente, Leandro
author
Zografos, Konstantinos
2023-06-19T13:21:32Z
2023-06-19T13:21:32Z
2013
0361-0918
10.1080/03610918.2012.697238
https://hdl.handle.net/20.500.14352/33286
http://www.tandfonline.com/doi/pdf/10.1080/03610918.2012.697238
http://www.tandfonline.com/
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.
eng
A necessary power divergence type family tests of multivariate normality
journal article
URL
https://docta.ucm.es/bitstreams/7cba551e-88b4-4ae9-8723-aaebf0dddf24/download
File
MD5
1b21de87c2f04fd02826db15606c4597
179497
application/pdf
PardoLeandro101depago.pdf