Tenreiro, C. A new test for multivariate normality by combining extreme and nonextreme BHEP tests. (English) Zbl 1364.62109 Commun. Stat., Simulation Comput. 46, No. 3, 1746-1759 (2017). Summary: In this article, we propose a new multiple test procedure for assessing multivariate normality, which combines BHEP (Baringhaus-Henze-Epps-Pulley) tests by considering extreme and nonextreme choices of the tuning parameter in the definition of the BHEP test statistic. Monte Carlo power comparisons indicate that the new test presents a reasonable power against a wide range of alternative distributions, showing itself to be competitive against the most recommended procedures for testing a multivariate hypothesis of normality. We further illustrate the use of the new test for the Fisher Iris dataset. Cited in 2 Documents MSC: 62G10 Nonparametric hypothesis testing 62H15 Hypothesis testing in multivariate analysis Keywords:BHEP tests; Monte Carlo power comparison; multiple testing; tests for multivariate normality PDF BibTeX XML Cite \textit{C. Tenreiro}, Commun. Stat., Simulation Comput. 46, No. 3, 1746--1759 (2017; Zbl 1364.62109) Full Text: DOI References: [1] Arcones M. A., 2007 16 pp 177– [2] Baringhaus L., 1988 35 pp 339– [3] Baringhaus L., 1992 20 pp 1889– [4] Beirlant J., 1999 30 pp 119– [5] Bowman A. W., 1993 88 pp 529– [6] Chiu S. N., 2009 53 pp 3817– [7] Csörgo S., 1986 14 pp 708– [8] Csörgo S., 1989 36 pp 107– [9] Dykstra R. L., 1970 41 pp 2153– [10] Ebner B., 2012 111 pp 368– [11] Epps T. W., 1983 70 pp 723– [12] Fan Y., 1998 14 pp 604– [13] Farrel P. J., 2007 77 pp 1065– [14] Fisher R. A., 1936 7 pp 179– [15] Fromont M., 2006 34 pp 680– [16] Gürtler N., 2000 [17] Henze N., 1997 35 pp 203– [18] Henze N., 2002 43 pp 467– [19] Henze N., 1997 62 pp 1– [20] Henze N., 1990 19 pp 3595– [21] Johnson M. E., 1987 [22] Kotz S., 2001 [23] Liang J., 2005 70 pp 183– [24] Liang J., 2009 53 pp 3883– [25] Mardia K. V., 1970 57 pp 519– [26] Mecklin C. J., 2004 72 pp 123– [27] Mecklin C. J., 2005 75 pp 93– [28] Móri T. F., 1993 38 pp 547– [29] Oliveira I. R. C., 2010 80 pp 513– [30] Ramberg J. S., 1974 17 pp 78– [31] Rayner J. C. W., 1989 [32] R Development Core Team,, 2011 [33] Romeu J. L., 1993 46 pp 309– [34] Shorack G. R., 1986 [35] Small N. J. H., 1980 29 pp 85– [36] Sürücü B., 2006 35 pp 1319– [37] Székely G. J., 2005 93 pp 58– [38] Tenreiro C., 2007 137 pp 103– [39] Tenreiro C., 2009 53 pp 1038– [40] Tenreiro C., 2011 55 pp 1980– [41] Thode, Jr. H. C., 2002 [42] Wang C.-C., 2015 85 pp 166– This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.