On the Canonical-Based Goodness-of-fit Tests for Multivariate Skew-Normality

It is well-known that the skew-normal distribution can provide an alternative model to the normal distribution for analyzing asymmetric data. the aim of this paper is to propose two goodness-of-fit tests for assessing whether a sample comes from a multivariate skew-normal (msn) distribution. we address the problem of multivariate skew-normality goodness-of-fit based on the empirical laplace transform and empirical characteristic function, respectively, using the canonical form of the msn distribution. applications with monte carlo simulations and real-life data examples are reported to illustrate the usefulness of the new tests