A test to assess if a sample comes from a multivariate skew-normal distribution is proposed. The test statistic is obtained from the canonical form of the multivariate skew-normal distribution and its null distribution is derived. The power of the proposed test is evaluated through Monte Carlo simulations for different conveniently chosen alternatives. Finally, three numerical examples are presented for the purpose of illustration.
N. Balakrishnan, A. Capitanio, B. Scarpa (2014). A test for multivariate skew-normality based on its canonical form. JOURNAL OF MULTIVARIATE ANALYSIS, 128, 19-32 [10.1016/j.jmva.2014.02.015].
A test for multivariate skew-normality based on its canonical form
CAPITANIO, ANTONELLA;
2014
Abstract
A test to assess if a sample comes from a multivariate skew-normal distribution is proposed. The test statistic is obtained from the canonical form of the multivariate skew-normal distribution and its null distribution is derived. The power of the proposed test is evaluated through Monte Carlo simulations for different conveniently chosen alternatives. Finally, three numerical examples are presented for the purpose of illustration.File in questo prodotto:
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