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
Pages
14
From page
19
To page
32
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
Serial Year
2014
Journal title
Journal of Multivariate Analysis
Record number
1566696
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