%0 Journal Article
%A Darijani, Saeed
%A Zakerzadeh, Hojatollah
%A Torabi, Hamzeh
%T On the Canonical-Based Goodness-of-fit Tests for Multivariate Skew-Normality
%J Journal of the Iranian Statistical Society
%V 19
%N 2
%U http://jirss.irstat.ir/article-1-658-en.html
%R 10.52547/jirss.19.2.119
%D 2020
%K Multivariate Skew-Normal Distribution, Canonical Form, Laplace Transform, Characteristic Function.,
%X 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 transform and empirical characteristic function, respectively, using the canonical form of the MSN distribution. Applications with Monte Carlo simulations and real-life data examples are reported to illustrate the usefulness of the new tests.
%> http://jirss.irstat.ir/article-1-658-en.pdf
%P 119-131
%& 119
%!
%9 Original Paper
%L A-11-1246-1
%+ 1Department of Statistics, Faculty of Mathematics, Yazd University, Iran.
%G eng
%@ 1726-4057
%[ 2020