科研成果详情

Testing normality and multinormality has long been an interesting issue in statistical inferences. Many tests have been proposed. In particular, Vasicek (J. Roy. Statist. Soc. A 139 (1976), 54-59) suggested a test based on sample entropy. A similar idea was extended to the multivariate case with projection pursuit for searching for departure from the multivariate normal distribution. We, in this paper, suggest a new test for multinormality based on density estimation, a number-theoretic method, projection pursuit technique and sample entropy. Our results show that the new test may be recommended for practice. © 1995.