Open AccessA Monte Carlo Comparison of Tests for Multivariate Normality Based on Multivariate Skewness and Kurtosis.
Author(s) -
Ronald Horswell
Publication year - 1990
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_disstheses.4921
Subject(s) - kurtosis , skewness , multivariate normal distribution , multivariate statistics , mathematics , normality test , monte carlo method , affine transformation , parametric statistics , statistics , invariant (physics) , normality , statistical hypothesis testing , econometrics , pure mathematics , mathematical physics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom