A Bayesian Semiparametric Gaussian Copula Approach to a Multivariate Normality Test

Luai Al-Labadi, Forough Fazeli Asl, Zahra Saberi

In this paper, a Bayesian semiparametric copula approach is used to model the underlying multivariate distribution $F_{true}$. First, the Dirichlet process is constructed on the un…