Open AccessA Monte Carlo Comparison of Tests for Multivariate Normality Based on Multivariate Skewness and Kurtosis.
Author(s) -
Ronald Horswell
Publication year - 2022
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_disstheses.4921
Subject(s) - kurtosis , skewness , multivariate normal distribution , multivariate statistics , normality test , monte carlo method , mathematics , affine transformation , parametric statistics , statistics , normality , invariant (physics) , statistical hypothesis testing , econometrics , pure mathematics , mathematical physics