Multivariate normality test using Srivastava’s skewness and kurtosis-Reference-Cited by-同舟云学术

Multivariate normality test using Srivastava’s skewness and kurtosis

Published:2012-01-01 Issue:1 Volume:48 Page:
ISSN:0916-5746
Container-title:SUT Journal of Mathematics
language:
Short-container-title:SUT J. Math.

Author:

Enomoto Rie¹,Okamoto Naoya²,Seo Takashi¹

Affiliation:

1. Department of Mathematical Information Science, Tokyo University of Science 1-3 Kagurazaka, Shinjuku-ku, Tokyo 162-8601, Japan

2. Department of Food Sciences, Tokyo Seiei College 1-4-6 Nishishinkoiwa, Katsushika-ku, Tokyo 124-8530, Japan

Publisher

SUT Journal of Mathematics - Tokyo University of Science

Subject

General Mathematics

Reference12 articles.

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2. [2] R. B. D’Agostino, An omnibus test of normality for moderate and large size samples, Biometrika 58 (1971), 341–348.

3. [3] C. M. Jarque and A. K. Bera, A test for normality of observations and regression residuals, International Statistical Review 55 (1987), 163–172.

4. [4] K. Koizumi, N. Okamoto and T. Seo, On Jarque-Bera tests for assessing multivariate normality, Journal of Statistics: Advances in Theory and Applications 1 (2009), 207–220.

5. [5] S. Nakagawa, H. Hashiguchi and N. Niki, Improved omnibus test statistic for normality, Computational Statistics 27 (2012), 299–317.

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