Asymptotic theory for the test for multivariate normality by Cox and Small

DOI10.1016/j.jmva.2012.04.012zbMath1316.62074OpenAlexW2092515155MaRDI QIDQ444994

Bruno Ebner

Publication date: 24 August 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.04.012

zbMATH Keywords

Monte Carlo simulationgoodness-of-fit testmultivariate normal distributionBanach-valued processescovariance matrix kernelGaussian processes in Banach spacesmultiparameter processesmultivariate processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Hypothesis testing in multivariate analysis (62H15) Nonparametric tolerance and confidence regions (62G15) Functional limit theorems; invariance principles (60F17) Probability theory on linear topological spaces (60B11)

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