Lucchetti, Riccardo; Pigini, Claudia - In: Statistical Methods and Applications 22 (2013) 4, pp. 535-572
In this paper, we propose a test for bivariate normality in imperfectly observed models, based on the information matrix test for censored models with bootstrap critical values. In order to evaluate its properties, we run a comprehensive Monte Carlo experiment, in which we use the bivariate...