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Approximation of the Power of Kurtosis Test for Multinormality |
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| Authors: | Kanta Naito |
| Institution: | Hiroshima University, Higashi-Hiroshima, 739, Japan |
| Abstract: | In this paper we investigate performances of the test of multinormality introduced by Malkovich and Afifi. An approximation formula of the power of the test against elliptically symmetric distributions is derived. Examples which illustrate the present results are also discussed. |
| Keywords: | elliptically symmetric distribution Gaussian random field multivariate kurtosis power tail probability test for multinormality |
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