TY - JOUR
T1 - Kurtosis tests for multivariate normality with monotone incomplete data
AU - Yamada, Tomoya
AU - Romer, Megan M.
AU - Richards, Donald St P.
N1 - Funding Information:
We are grateful to the referees and the associate editor for comments which helped us to improve the manuscript. The research of Richards was also supported by a 2013–2014 sabbatical leave-of-absence and a Romberg Guest Professorship at the Heidelberg University Graduate School for Mathematical and Computational Methods in the Sciences, funded by the German Universities Excellence Initiative grant GSC 220/2.
Funding Information:
Research of Yamada was supported by a sabbatical leave-of-absence from Sapporo Gakuin University. Research of Romer and Richards was supported in part by National Science Foundation grant DMS-1309808.
Publisher Copyright:
© 2014, Sociedad de Estadística e Investigación Operativa.
PY - 2015/9/10
Y1 - 2015/9/10
N2 - We consider the problem of testing multivariate normality when the data consist of a random sample of two-step monotone incomplete observations. We define for such data a generalization of Mardia’s statistic for measuring kurtosis, derive the asymptotic non-null distribution of the statistic under certain regularity conditions and against a broad class of alternatives, and provide an application to a well-known data set on cholesterol measurements.
AB - We consider the problem of testing multivariate normality when the data consist of a random sample of two-step monotone incomplete observations. We define for such data a generalization of Mardia’s statistic for measuring kurtosis, derive the asymptotic non-null distribution of the statistic under certain regularity conditions and against a broad class of alternatives, and provide an application to a well-known data set on cholesterol measurements.
UR - https://www.scopus.com/pages/publications/84938958640
UR - https://www.scopus.com/pages/publications/84938958640#tab=citedBy
U2 - 10.1007/s11749-014-0423-1
DO - 10.1007/s11749-014-0423-1
M3 - Article
AN - SCOPUS:84938958640
SN - 1133-0686
VL - 24
SP - 532
EP - 557
JO - Test
JF - Test
IS - 3
ER -