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A new test for multivariate normality

Journal of Multivariate Analysis, no. 1 (2005): 58-80

Cited: 236|Views14
EI

Abstract

We propose a new class of rotation invariant and consistent goodness-of-fit tests for multivariate distributions based on Euclidean distance between sample elements. The proposed test applies to any multivariate distribution with finite second moments. In this article we apply the new method for testing multivariate normality when paramet...More

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