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A new test for multivariate normality

2004321 citationsJournal Article

Authors

Gábor J. Székely · Bowling Green State University

Maria L. Rizzo · Ohio University

Topics & Keywords

Advanced Statistical Methods and Models Statistical Distribution Estimation and Applications Financial Risk and Volatility Modeling

Publication Details

Published in: Journal of Multivariate Analysis

Volume 93, Issue 1, pp. 58-80

DOI: 10.1016/j.jmva.2003.12.002

Field-Weighted Citation Impact: 4.19

A new test for multivariate normality | Researchclopedia