Kurtosis Tests for Multivariate Normality with Monotone Incomplete Data
Statistics Theory
2014-11-27 v1 Statistics Theory
Abstract
We consider the problem of testing multivariate normality when the data consists 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 give an application to a well-known data set on cholesterol measurements.
Keywords
Cite
@article{arxiv.1411.7060,
title = {Kurtosis Tests for Multivariate Normality with Monotone Incomplete Data},
author = {Tomoya Yamada and Megan M. Romer and Donald St. P. Richards},
journal= {arXiv preprint arXiv:1411.7060},
year = {2014}
}
Comments
20 pages