Goodness-of-fit analysis for multivariate normality based on generalized quantiles

Computational Statistics and Data Analysis

Volumn 30, Issue 2, 1999, Pages 119-142

  Beirlant, J ^a   Mason, D M ^b   Vynckier, C ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b UNIVERSITY OF DELAWARE   (United States)

Author keywords

Cram r von Mises test; Kolmogorov Smirnov statistic; Minimum volume ellipsoids; Outliers; Primary 62F12; Secondary 62G30

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTATIONAL METHODS; STATISTICAL TESTS;

CRAMER-VON MISES TESTS; KOLMOGOROV-SMIRNOV STATISTICS; MINIMUM VOLUME ELLIPSOIDS; MULTIVARIATE QUANTILES;

DATA REDUCTION;

EID: 0033279237     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(98)00093-0     Document Type: Article

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