• RecordNumber
    3936
  • Author

    Darijani Saeed

  • Crop_Body
    Saeed Darijani, Hojatollah Zakerzadeh, Hamzeh Torabi
  • Title of Article

    On the Canonical-Based Goodness-of-fit Tests for Multivariate Skew-Normality

  • Title Of Journal
    خبرنامه انجمن آمار ايران
  • PublishInfo
    تهران :انجمن آمار ايران
  • Publication Year
    2020
  • Volum
    19
  • Issue Number
    2
  • Page
    119-131
  • Keywords
    Multivariate Skew-Normal Distribution , Canonical Form , Laplace Transform , Characteristic Function
  • Abstract
    It is well-known that the skew-normal distribution can provide an alternative model to the normal distribution for analyzing asymmetric data. The aim of this paper is to propose two goodness-of-fit tests for assessing whether a sample comes from a multivariate skew-normal (MSN) distribution. We address the problem of multivariate skew-normality goodness-of-fit based on the empirical Laplace transform and empirical characteristic function, respectively, using the canonical form of theMSN distribution. Applications with Monte Carlo simulations and real-life data examples are reported to illustrate the usefulness of the new tests.
    • Link To Document
    https://math.iranlibs.ir/dl/search/default.aspx?Term=3936&Field=0&DTC=14