Title of article :
A test for multivariate skew-normality based on its canonical form
Author/Authors :
Balakrishnan، نويسنده , , N. and Capitanio، نويسنده , , Luca A. and Scarpa، نويسنده , , B.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2014
Abstract :
A test to assess if a sample comes from a multivariate skew-normal distribution is proposed. The test statistic is obtained from the canonical form of the multivariate skew-normal distribution and its null distribution is derived. The power of the proposed test is evaluated through Monte Carlo simulations for different conveniently chosen alternatives. Finally, three numerical examples are presented for the purpose of illustration.
Keywords :
Skew-normal distribution , Canonical form , Multivariate skewness , Order statistics
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis