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
Pages
15
From page
166
To page
180
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
Serial Year
1998
Journal title
Journal of Multivariate Analysis
Record number
1557501
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