A new Bayesian semiparametric test for multivariate normality that places a Dirichlet process prior on marginals, uses a Gaussian copula for dependence, and combines relative belief ratios with energy distance.
10.S2(LN(0,0.25))†: A bivariate spherical distribution with lognormal distributionLN(0,0.25) for radii
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A Bayesian Semiparametric Gaussian Copula Approach to a Multivariate Normality Test
A new Bayesian semiparametric test for multivariate normality that places a Dirichlet process prior on marginals, uses a Gaussian copula for dependence, and combines relative belief ratios with energy distance.