2014•Colloquium BiometricumRequires access

On multivariate normality tests using skewness and kurtosis

Zofia Hanusz, Joanna Tarasińska

Abstract

In the paper two new tests for multivariate normality are proposed. The tests are based on Mardia’s and Srivastava’s more accurate moments of multivariate sample skewness and kurtosis. Sample significance level and power against chosen alternative distributions of both tests were calculated via simulation studies. The obtained results have been compared to the results of two improved the Jarque-Bera’s tests and the Henze-Zirkler test

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Available abstract

Key concepts: Kurtosis, Normality test, Multivariate statistics, Normality, Skewness, Statistics, Mathematics, Multivariate normal distribution