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Approximation of the Power of Kurtosis Test for Multinormality

โœ Scribed by Kanta Naito

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
281 KB
Volume
65
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

In this paper we investigate performances of the test of multinormality introduced by Malkovich and Afifi. An approximation formula of the power of the test against elliptically symmetric distributions is derived. Examples which illustrate the present results are also discussed.

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