Testing for normality in any dimension based on a partial differential equation involving the moment generating function

DOI10.1007/s10463-019-00720-8zbMath1465.62104arXiv1901.03986OpenAlexW2963935110WikidataQ115384512 ScholiaQ115384512MaRDI QIDQ2023453

Norbert Henze, Jaco Visagie

Publication date: 3 May 2021

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.03986

zbMATH Keywords

moment generating functionmultivariate skewnessdirect sum of Hilbert spacestest for multivariate normalityweighted \(L^2\)-statistic

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) PDEs in connection with statistics (35Q62)

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Uses Software

• R
• tseries
• nortest
• sn
• energy
• PearsonDS
• MVN
• QuantPsyc

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