Approximation of the Power of Kurtosis Test for Multinormality

Kanta Naito

Journal of Multivariate Analysis, 1998, vol. 65, issue 2, 166-180

Abstract: In this paper we investigate performances of the test of multinormality introduced by Malkovich and Afifi. An approximation formula of the power of the test against elliptically symmetric distributions is derived. Examples which illustrate the present results are also discussed.

Keywords: elliptically symmetric distribution; Gaussian random field; multivariate kurtosis; power; tail probability; test for multinormality (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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