Kurtosis tests for multivariate normality with monotone incomplete data

• Tomoya Yamada ^[1] ; Megan M. Romer ^[2] ; Donald St. P. Richards
  1. [1] Sapporo Gakuin University

     Sapporo Gakuin University

     Japón

     
  2. [2] University Park
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 24, Nº. 3, 2015, págs. 532-557
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • We consider the problem of testing multivariate normality when the data consist of a random sample of two-step monotone incomplete observations. We define for such data a generalization of Mardia’s statistic for measuring kurtosis, derive the asymptotic non-null distribution of the statistic under certain regularity conditions and against a broad class of alternatives, and provide an application to a well-known data set on cholesterol measurements.