A note on the multivariate Box—Cox transformation to normality

A note on mean testing for high dimensional multivariate data under non-normality

A test statistic is considered for testing a hypothesis for the mean vector for multivariate data, when the dimension of the vector, p, may exceed the number of vectors, n, and the underlying distribution need not necessarily be normal. With n, p → ∞, and under mild assumptions, but without assuming any relationship between n and p, the statistic is shown to asymptotically follow a chi-square d...

ReductionCriterion and Multivariate Normality

On the Canonical-Based Goodness-of-fit Tests for Multivariate Skew-Normality

It is well-known that the skew-normal distribution can provide an alternative model to the normal distribution for analyzing asymmetric data. The aim of this paper is to propose two goodness-of-fit tests for assessing whether a sample comes from a multivariate skew-normal (MSN) distribution. We address the problem of multivariate skew-normality goodness-of-fit based on the empirical Laplace tra...

Note on Normality in Qijasi-groups

An interesting problem in the theory of quasi-groups is to determine how strong an associative law must be assumed in order to obtain a theory of normal subquasi-groups similar to that of ordinary groups. The properties of normal subgroups which it is desirable to retain in the non-associative case are, first, that they form a Dedekind structure, and second, that each one gives rise to a quotie...

Evaluating Multivariate Normality: A Graphical Approach

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