Tests for multivariate normality with pearson alternatives  
Authors: A. Beraa; S. Johna

Abstract
We consider a multivariate Pearson family of distributions. Certain parametric restrictions lead to the multivariate normal distribution. Using this fact we propose a number of asymptotically efficient tests. Through Monte Carlo experiments these tests are compared with some of the existing test procedures. A table is provided from which finite-sample critical points can be obtained.  
Keywords: Test for multivariate normality; multivariate skewness and kurtosis; multivariate Pearson family; score test; Monte Carlo experiment; comparison of power; critical points  
View Full Text Article
Download PDF (~461 KB)

找到了! 祝  顺心~~