LIANG Jiajuan, Pawel Mensz, YANG Zhenhai. Two Uniform Tests for Detecting Non-multinormality[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(3): 267-277.
Citation: LIANG Jiajuan, Pawel Mensz, YANG Zhenhai. Two Uniform Tests for Detecting Non-multinormality[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(3): 267-277.

Two Uniform Tests for Detecting Non-multinormality

  • Based on a characterization for the multivariate normal distribution, we propose two uniform tests for detecting non-multinormality. Monte Carlo study and an analysis of a real data set show that the two uniform tests can help explain conclusions obtained from other existing tests of normality.
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