Testing Multivariate Normality Based on <i>t</i>-Representative Points

Testing multivariate normality is an ever-lasting interest in the goodness-of-fit area since the classical Pearson’s chi-squared test. Among the numerous approaches in the construction of tests for multivariate normality, normal characterization is one of the common approaches, which can be divided...

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Hlavní autoři:	Jiajuan Liang, Ping He, Jun Yang
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	MDPI AG 2022-10-01
Edice:	Axioms
Témata:	chi-squared test multivariate normality representative points spherical distribution Student’s t-distribution
On-line přístup:	https://www.mdpi.com/2075-1680/11/11/587
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