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A new multivariate normality goodness of fit test with graphical applications

โœ Scribed by Jorge Luis Romeu


Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
293 KB
Volume
21
Category
Article
ISSN
0360-8352

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Goodness-of-Fit Tests for a Multivariate
โœ Yanqin Fan ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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