Quantile095: Simulated empirical 95% quantiles of the tests contained in...

In mnt: Affine Invariant Tests of Multivariate Normality

Description

A dataset containing the empirical 0.95 quantiles of the tests for the dimensions d=2,3,5 and samplesizes n=20,50,100 based on a Monte Carlo Simulation study with 100000 repetitions. The following parameters were used:

• For BHEP the parameter a=1,

• for HV the parameter a=5,

• for HJG the parameter a=1.5,

• for HJM the parameter a=1.5,

• for DEHT the parameter a=0.25,

• for DEHU the parameter a=0.5,

• for CS the parameter Points=NULL,

• for PU the parameter r=2,

• for MASkew the parameter Points=NULL,

• for MAKurt the parameter Points=NULL,

Usage

Quantile095

Format

A data frame with 9 rows and 20 columns.

mnt documentation built on July 31, 2020, 5:07 p.m.