Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146090 | Journal of Multivariate Analysis | 2012 | 12 Pages |
Abstract
We derive the limit distribution of the statistic of Cox and Small (1978) [5] for testing multivariate normality when the underlying distribution is elliptically-symmetric. Moreover, we consider fixed and contiguous alternatives to normality. Empirical critical values as well as a Monte Carlo simulation for comparison to classical procedures are provided. We further show how some results can also be used for asymptotic results of the test for normality of Malkovich and Afifi.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Bruno Ebner,