On weighting the studentized empirical characteristic function for testing normality

DOI10.1080/03610919608813307zbMath0875.62226OpenAlexW1999157646MaRDI QIDQ5283890

Kanta Naito

Publication date: 30 January 1997

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

Full work available at URL: https://doi.org/10.1080/03610919608813307

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (6)

A new approach to the BHEP tests for multivariate normality ⋮ Extreme smoothing and testing for multivariate normality ⋮ An Appraisal and Bibliography of Tests for Multivariate Normality ⋮ Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach ⋮ A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality ⋮ Invariant tests for multivariate normality: A critical review

Cites Work

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• A consistent test for multivariate normality based on the empirical characteristic function
• The empirical characteristic function and its applications
• Testing for normality in arbitrary dimension
• Recent and classical tests for normality - a comparative study
• The studentized empirical characteristic function and its application to test for the shape of distribution
• Measures of multivariate skewness and kurtosis with applications
• A test for normality based on the empirical characteristic function

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