Multivariate normality test using normalizing transformation for Mardia's multivariate kurtosis.
Rie EnomotoZofia HanuszAyako HaraTakashi SeoPublished in: Commun. Stat. Simul. Comput. (2020)
Keyphrases
- statistical tests
- standard deviation
- statistical process control
- artificial intelligence
- regression model
- multivariate time series
- multivariate data
- hidden markov models
- real time
- high dimensional
- statistical analysis
- independent component analysis
- control charts
- empirical bayes
- multivariate normal
- multivariate gaussian distribution