Invariant tests for multivariate normality: A critical review

Statistical Papers

Volumn 43, Issue 4, 2002, Pages 467-506

  Henze, Norbert ^a  

^a UNIVERSITY OF KARLSRUHE   (Germany)

Author keywords

Affine invariance; Angles and radii; Consistency; Empirical characteristic function; Locally best invariant test; Multivariate kurtosis; Multivariate skewness; Projection pursuit; Roy's union intersection principle; Tests for multivariate normality

Indexed keywords

EID: 0036823683     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00362-002-0119-6     Document Type: Review

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