Abstract
A goodness of fit test for multivariate normality is developed. The test procedure reduces the composite null hypothesis to a simple null hypothesis that requires one to test uniformity of a set of observations between n and 1.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 33-41 |
| Number of pages | 9 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 6 |
| Issue number | 1 |
| DOIs | |
| State | Published - Jan 1 1977 |
| Externally published | Yes |
Keywords
- marginal and conditional distributions
- orthogonal transformations
- reduction of a composite to a simple hypothesis
ASJC Scopus subject areas
- Statistics and Probability