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A Comparative Study of Goodness-of-Fit Tests for Multivariate Normality

✍ Scribed by J.L. Romeu; A. Ozturk


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
1006 KB
Volume
46
Category
Article
ISSN
0047-259X

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Goodness-of-Fit Tests for a Multivariate
✍ Yanqin Fan πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 422 KB

In this paper, we take the characteristic function approach to goodness-of-fit tests. It has several advantages over existing methods: First, unlike the popular comparison density function approach suggested in Parzen (1979), our approach is applicable to both univariate and multivariate data; Secon