Title of article :
Approximation of the Power of Kurtosis Test for Multinormality
Author/Authors :
Naito، نويسنده , , Kanta، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1998
Abstract :
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.
Keywords :
Multivariate kurtosis , Power , elliptically symmetric distribution , test for multinormality , tail probability , Gaussian random field
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis
