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arXiv · 1411.7060

Kurtosis Tests for Multivariate Normality with Monotone Incomplete Data

Tomoya Yamada·Megan M. Romer·Donald St. P. Richards
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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.

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Tomoya Yamada, Megan M. Romer, Donald St. P. Richards. 2014-11-25. Kurtosis Tests for Multivariate Normality with Monotone Incomplete Data. https://arxiv.org/abs/1411.7060

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