Journal of the Iranian Statistical Society
پژوهشنامه انجمن آمار ایران
JIRSS
Basic Sciences
http://jirss.irstat.ir
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admin
1726-4057
2538-189X
8
10.52547/jirss
14
1726-4057
13
en
jalali
1399
9
1
gregorian
2020
12
1
19
2
online
1
fulltext
en
On the Canonical-Based Goodness-of-fit Tests for Multivariate Skew-Normality
62Hxx: Multivariate analysis
62Hxx: Multivariate analysis
Original Paper
Original Paper
<p>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.</p>
Multivariate Skew-Normal Distribution, Canonical Form, Laplace Transform, Characteristic Function.
119
131
http://jirss.irstat.ir/browse.php?a_code=A-11-1246-1&slc_lang=en&sid=1
Saeed
Darijani
saeed_darijani@yahoo.com
`10031947532846003638`

10031947532846003638
Yes
1Department of Statistics, Faculty of Mathematics, Yazd University, Iran.
Hojatollah
Zakerzadeh
hzaker@yazd.ac.ir
`10031947532846003639`

10031947532846003639
No
1Department of Statistics, Faculty of Mathematics, Yazd University, Iran.
Hamzeh
Torabi
htorabi@yazd.ac.ir
`10031947532846003640`

10031947532846003640
No
Department of Statistics, Faculty of Mathematics, Yazd University, Iran.