Vol: 44 Page: 139

Authors:
Zofia Hanusz
Joanna Tarasińska

Title:
 On multivariate normality tests using skewness and kurtosis

Language: English

Keywords:
multivariate normality
multivariate skewness
multivariate kurtosis

Summary:
In the paper two new tests for multivariate normality are proposed. The tests are based on Mardia’s and Srivastava’s more accurate moments of multivariate sample skewness and kurtosis. Sample significance level and power against chosen alternative distributions of both tests were calculated via simulation studies. The obtained results have been compared to the results of two improved the Jarque-Bera’s tests and the Henze-Zirkler test

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