Smooth Test for Multivariate Normality

DOI

10.2991/amcce-15.2015.301How to use a DOI?

Keywords

Multivariate normality; Spherical harmonic; Smooth test; Power simulation

Abstract

Based on the smooth test for uniformity on the surface of a unit sphere , a new test for multivariate normality is presented. The test statistic does not depend on the parameters in the multivariate normal distribution. We obtain the asymptotic null distribution of the test statistic. The test procedure for testing multivariate normality is given. Power simulation shows that the test based on all spherical harmonics of degree less than 3 offers good power against a wide variety of alternatives.

Copyright

© 2015, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Yan Su
AU  - Ya-Ping Huang
PY  - 2015/04
DA  - 2015/04
TI  - Smooth Test for Multivariate Normality
BT  - Proceedings of the 2015 International Conference on Automation, Mechanical Control and Computational Engineering
PB  - Atlantis Press
SN  - 1951-6851
UR  - https://doi.org/10.2991/amcce-15.2015.301
DO  - 10.2991/amcce-15.2015.301
ID  - Su2015/04
ER  -