A new test for multivariate normality by combining extreme and nonextreme BHEP tests

DOI10.1080/03610918.2015.1011334zbMath1364.62109OpenAlexW2322520007MaRDI QIDQ5267869

Carlos Tenreiro

Publication date: 13 June 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10316/43970

zbMATH Keywords

multiple testingBHEP teststests for multivariate normalityMonte Carlo power comparison

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Related Items

On energy tests of normality ⋮ A new large sample goodness of fit test for multivariate normality based on chi squared probability plots ⋮ Are You All Normal? It Depends! ⋮ On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests ⋮ A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics