Multivariate extension of chi-squared univariate normality test

Registro completo de metadados
MetadadosDescriçãoIdioma
Autor(es): dc.creatorOliveira, I. R. Cardoso de-
Autor(es): dc.creatorFerreira, D. F.-
Data de aceite: dc.date.accessioned2026-02-09T12:49:42Z-
Data de disponibilização: dc.date.available2026-02-09T12:49:42Z-
Data de envio: dc.date.issued2017-08-11-
Data de envio: dc.date.issued2017-08-11-
Data de envio: dc.date.issued2010-
Fonte completa do material: dc.identifierhttps://repositorio.ufla.br/handle/1/15131-
Fonte completa do material: dc.identifierhttp://www.tandfonline.com/doi/abs/10.1080/00949650902731377-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/capes/1169049-
Descrição: dc.descriptionWe propose a multivariate extension of the univariate chi-squared normality test. Using a known result for the distribution of quadratic forms in normal variables, we show that the proposed test statistic has an approximated chi-squared distribution under the null hypothesis of multivariate normality. As in the univariate case, the new test statistic is based on a comparison of observed and expected frequencies for specified events in sample space. In the univariate case, these events are the standard class intervals, but in the multivariate extension we propose these become hyper-ellipsoidal annuli in multivariate sample space. We assess the performance of the new test using Monte Carlo simulation. Keeping the type I error rate fixed, we show that the new test has power that compares favourably with other standard normality tests, though no uniformly most powerful test has been found. We recommend the new test due to its competitive advantages.-
Idioma: dc.languageen-
Publicador: dc.publisherTaylor & Francis Group-
Direitos: dc.rightsrestrictAccess-
???dc.source???: dc.sourceJournal of Statistical Computation and Simulation-
Palavras-chave: dc.subjectChi-squared-
Palavras-chave: dc.subjectNormality test-
Palavras-chave: dc.subjectMultivariate extension-
Palavras-chave: dc.subjectMonte Carlo simulation-
Palavras-chave: dc.subjectTeste de normalidade-
Palavras-chave: dc.subjectExtensão multivariada-
Palavras-chave: dc.subjectSimulação de Monte Carlo-
Título: dc.titleMultivariate extension of chi-squared univariate normality test-
Tipo de arquivo: dc.typeArtigo-
Aparece nas coleções:Repositório Institucional da Universidade Federal de Lavras (RIUFLA)

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