A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality

Journal of Statistical Computation and Simulation

Volumn 75, Issue 2, 2005, Pages 93-107

  Mecklin, Christopher J ^a   Mundfrom, Daniel J ^b  

^a MURRAY STATE UNIVERSITY   (United States)

^b UNIVERSITY OF NORTHERN COLORADO   (United States)

Author keywords

Empirical characteristic function; Goodness of fit; Mardia's skewness and kurtosis; Power comparison

Indexed keywords

EID: 27844466678     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/0094965042000193233     Document Type: Article

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