Approximation of the power of kurtosis test for multinormality

JOURNAL OF MULTIVARIATE ANALYSIS

卷:65

Article

Naito, K

关键词: elliptically symmetric distribution;    Gaussian random field;    multivariate kurtosis;    power;    tail probability;    test for multinormality;   

DOI  :  10.1006/jmva.1997.1728

来源: Elsevier

【 摘 要 】

In this paper we investigate performances of the test of multinormality introduced by Malkovich and Afifi. An approximation formula of the power of the test against elliptically symmetric distributions is derived. Examples which illustrate the present results are also discussed. (C) 1998 Academic Press.

【 授权许可】

Free