Balakrishnan, N.; Capitanio, A.; Scarpa, B. - In: Journal of Multivariate Analysis 128 (2014) C, pp. 19-32
A test to assess if a sample comes from a multivariate skew-normal distribution is proposed. The test statistic is obtained from the canonical form of the multivariate skew-normal distribution and its null distribution is derived. The power of the proposed test is evaluated through Monte Carlo...