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http://dx.doi.org/10.5351/KJAS.2006.19.2.241

Testing Multivariate Normality Based on EDF Statistics  

Kim Nam-Hyun (Dept. of Science, Hongik University)
Publication Information
The Korean Journal of Applied Statistics / v.19, no.2, 2006 , pp. 241-256 More about this Journal
Abstract
We generalize the $Cram{\acute{e}}r$-von Mises Statistic to test multivariate normality using Roy's union-intersection principle. We show the limit distribution of the suggested statistic is representable as the integral of a suitable Gaussian process. We also consider the computational aspects of the proposed statistic. Power performance is assessed in a Monte Carlo study.
Keywords
Multivariate normality; EDF; $Cram{\acute{e}}r-von$ Mises statistic; Gaussian process;
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Times Cited By KSCI : 1  (Citation Analysis)
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