Testing Bivariate Normality Based on Nonlinear Canonical Analysis


  •  Mouhamed Niang    
  •  Guy Nkiet    
  •  Aliou Diop    

Abstract

Using a test statistic constructed on wavelets-based estimation of canonical coefficients of nonlinear canonical analysis, we introduce a new class for bivariate normality test. The limit distribution of the new test statistic is established. We also give some critical values of the distribution. The finite sample performance of the proposed test, with comparison to that of an existing method, is evaluated through Monte Carlo power study.


This work is licensed under a Creative Commons Attribution 4.0 License.
  • ISSN(Print): 1927-7032
  • ISSN(Online): 1927-7040
  • Started: 2012
  • Frequency: bimonthly

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