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Improved approximation for multinormal integral

โœ Scribed by L.K. Tang; R.E. Melchers


Book ID
103578327
Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
636 KB
Volume
4
Category
Article
ISSN
0167-4730

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โœ Kanta Naito ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 281 KB

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.