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https://olympias.lib.uoi.gr/jspui/handle/123456789/12939Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Batsidis, A. | en |
| dc.contributor.author | Martin, N. | en |
| dc.contributor.author | Pardo, L. | en |
| dc.contributor.author | Zografos, K. | en |
| dc.date.accessioned | 2015-11-24T17:24:42Z | - |
| dc.date.available | 2015-11-24T17:24:42Z | - |
| dc.identifier.issn | 0361-0918 | - |
| dc.identifier.uri | https://olympias.lib.uoi.gr/jspui/handle/123456789/12939 | - |
| dc.rights | Default Licence | - |
| dc.subject | goodness of fit | en |
| dc.subject | monte carlo study | en |
| dc.subject | multivariate normality test | en |
| dc.subject | power divergence | en |
| dc.subject | song's measure | en |
| dc.subject | of-fit tests | en |
| dc.subject | elliptic distributions | en |
| dc.subject | multinomial goodness | en |
| dc.subject | kurtosis | en |
| dc.title | A Necessary Power Divergence Type Family Tests of Multivariate Normality | en |
| heal.type | journalArticle | - |
| heal.type.en | Journal article | en |
| heal.type.el | Άρθρο Περιοδικού | el |
| heal.identifier.primary | Doi 10.1080/03610918.2012.697238 | - |
| heal.identifier.secondary | <Go to ISI>://000316395200006 | - |
| heal.identifier.secondary | http://www.tandfonline.com/doi/pdf/10.1080/03610918.2012.697238 | - |
| heal.language | en | - |
| heal.access | campus | - |
| heal.recordProvider | Πανεπιστήμιο Ιωαννίνων. Σχολή Θετικών Επιστημών. Τμήμα Μαθηματικών | el |
| heal.publicationDate | 2013 | - |
| heal.abstract | In a recent article, Cardoso de Oliveira and Ferreira have proposed a multivariate extension of the univariate chi-squared normality test, using a known result for the distribution of quadratic forms in normal variables. In this article, we propose a family of power divergence type test statistics for testing the hypothesis of multinormality. The proposed family of test statistics includes as a particular case the test proposed by Cardoso de Oliveira and Ferreira. We assess the performance of the new family of test statistics by using Monte Carlo simulation. In this context, the type I error rates and the power of the tests are studied, for important family members. Moreover, the performance of significant members of the proposed test statistics are compared with the respective performance of a multivariate normality test, proposed recently by Batsidis and Zografos. Finally, two well-known data sets are used to illustrate the method developed in this article as well as the specialized test of multivariate normality proposed by Batsidis and Zografos. | en |
| heal.publisher | Taylor & Francis | en |
| heal.journalName | Communications in Statistics-Simulation and Computation | en |
| heal.journalType | peer reviewed | - |
| heal.fullTextAvailability | TRUE | - |
| Appears in Collections: | Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά). ΜΑΘ | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Batsidis-2013-A Necessary Power Di.pdf | 175 kB | Adobe PDF | View/Open Request a copy |
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