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Please use this identifier to cite or link to this item: https://research.matf.bg.ac.rs/handle/123456789/1826
DC FieldValueLanguage
dc.contributor.authorEjsmont, W.en_US
dc.contributor.authorMilošević, Bojanaen_US
dc.contributor.authorObradović, Markoen_US
dc.date.accessioned2025-03-28T16:46:07Z-
dc.date.available2025-03-28T16:46:07Z-
dc.date.issued2022-
dc.identifier.urihttps://research.matf.bg.ac.rs/handle/123456789/1826-
dc.description.abstractThe standard multivariate normal distribution is characterized through a certain linear combination being constant on a unit n-sphere. Based on this characterization, some normality tests are constructed. The main emphasis is on the null hypothesis of multivariate normal distribution with diagonal covariance matrix. We explore the asymptotic properties and perform a simulation study. We also consider the case of a general covariance matrix. The tests perform well in comparison to some popular powerful competitors. Potential applications are also discussed.en_US
dc.language.isoenen_US
dc.titleTest for multivariate normality based on new characterizationen_US
dc.typeConference Objecten_US
dc.relation.publicationCMStatistics2022en_US
dc.contributor.affiliationProbability and Mathematical Statisticsen_US
dc.contributor.affiliationProbability and Mathematical Statisticsen_US
dc.description.rankM32en_US
item.grantfulltextnone-
item.cerifentitytypePublications-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.openairetypeConference Object-
item.fulltextNo Fulltext-
item.languageiso639-1en-
crisitem.author.deptProbability and Statistics-
crisitem.author.deptProbability and Statistics-
crisitem.author.orcid0000-0001-8243-9794-
crisitem.author.orcid0000-0002-6826-3232-
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