Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics

DOI10.1007/s11749-020-00743-xzbMath1478.62133OpenAlexW3109344282MaRDI QIDQ5972233

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Publication date: 19 November 2021

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-020-00743-x

zbMATH Keywords

characteristic functiongoodness-of-fit testalpha-stable distributionKotz-type distribution

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• On the density of the sum of two independent Student \(t\)-random vectors
• Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
• Modeling fat tails in stock returns: a multivariate stable-GARCH approach
• The Kotz-type distribution with applications
• Selected Topics in Characteristic Functions
• Chance and Stability
• Testing for stability based on the empirical characteristic funstion with applications to financial data
• Positive definite probability densities and probability distributions

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