A generalized Shapiro-Wilk W statistic for testing high-dimensional normality

Computational Statistics and Data Analysis

Volumn 53, Issue 11, 2009, Pages 3883-3891

  Liang, Jiajuan ^a   Tang, Man Lai ^b   Chan, Ping Shing ^c  

^a UNIVERSITY OF NEW HAVEN   (United States)

^b HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^c CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

COMPETITIVE POWER; HIGH-DIMENSIONAL; MONTE CARLO STUDY; NON-NORMAL DATA; SAMPLE SIZES; SMALL SAMPLE SIZE; SPHERICAL DISTRIBUTION; TYPE I ERROR RATE; UNIVARIATE;

REGRESSION ANALYSIS;

STATISTICS;

EID: 66049116306     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2009.04.016     Document Type: Article

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