Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10524508 | Journal of Multivariate Analysis | 2005 | 10 Pages |
Abstract
This paper gives results for the population value of a measure of the goodness-of-fit of a general multivariate normal distribution to the simpler hypothesis of independent normal variables. The measure was introduced by Rudas, Clogg and Lindsay in 1994, who gave the value for the bivariate normal distribution. Connections with factor analysis are briefly discussed.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Martin Knott,