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Multivariate Normality TestsBased on Principal ComponentsMultivariate Normality TestsBased on Principal Components
- Other Titles
- Multivariate Normality TestsBased on Principal Components
- Authors
- NamhyunKim
- Issue Date
- 2003
- Publisher
- 한국통계학회
- Keywords
- Shapiro-Wilk statistic; skewness; multivariate normality; principal components.; Shapiro-Wilk statistic; skewness; multivariate normality; principal components.
- Citation
- Communications for Statistical Applications and Methods, v.10, no.3, pp.765 - 777
- Volume
- 10
- Number
- 3
- Start Page
- 765
- End Page
- 777
- ISSN
- 2287-7843
- Abstract
- In this paper, we investigate some measures as tests of multivariate normality based on principal components. The idea was proposed by Srivastava and Hui(1987). They generalized Shapiro-Wilk statistic for multivariate cases. We show the null distributions of the statistics do not depend on the unknown parameters and mention the asymptotic null distributions. Also power performance of the tests are assessed in a Monte Carlo study.
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Related Researcher
- Kim, Nam hyun
- Engineering (Applied Science)