A powerful test for multivariate normality

This paper investigates a new test for normality that is easy for biomedical researchers to understand and easy to implement in all dimensions. In terms of power comparison against a broad range of alternatives, the new test outperforms the best known competitors in the literature as demonstrated by simulation results. In addition, the proposed test is illustrated using data from real biomedical studies.

MoreLess

Year of publication:	2014
Authors:	Zhou, Ming ; Shao, Yongzhao
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 41.2014, 2, p. 351-363
Publisher:	Taylor & Francis Journals

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010741025