Testing normality in any dimension by Fourier methods in a multivariate Stein equation

DOI10.1002/cjs.11670arXiv2007.02596OpenAlexW3215279259MaRDI QIDQ6059408

Bruno Ebner, Norbert Henze, David Strieder

Publication date: 2 November 2023

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.02596

zbMATH Keywords

consistencycharacteristic functionaffine invariancetest for multivariate normalityweighted \(L^2\)-statisticmultivariate Stein equation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Logistic or not Logistic? ⋮ On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality ⋮ Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function

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