Multivariate normality test based on the uniform distribution on the Stiefel manifold
Summary
No summary yet. VIRAT can read this paper and write a plain-language summary of its aim, methods, key findings and limitations.
Summarise with VIRAT Free to try with your Science Catalogs account.Abstract
This study presents a new procedure for necessary tests of multivariate normality based on the uniform distribution on the Stiefel manifold. We demonstrate that the test statistic, which is formed by the product of the scaled residual matrix and the symmetric square root of a Wishart matrix, is exactly distributed as a matrix-variate normal distribution under the null hypothesis. Monte Carlo simulations are conducted to assess the Type I error rate and power in non-asymptotic settings.
Fields of Study & Subjects
Statistical Distribution Estimation and Applications
Random Matrices and Applications
Advanced Statistical Methods and Models
Publication details
- Journal / source
- arXiv (Cornell University)
- Publication date
- 13 March 2026
- Language
- EN
- Document type
- Preprint