Two tests for multivariate normality based on the characteristic function

DOI10.3103/S1066530707030015zbMath1231.62102OpenAlexW2089489762MaRDI QIDQ734524

Miguel A. Arcones

Publication date: 13 October 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530707030015

zbMATH Keywords

characteristic functioncharacterization of normal distributions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10) Asymptotic properties of parametric tests (62F05)

Related Items (10)

Are You All Normal? It Depends! ⋮ An affine invariant multiple test procedure for assessing multivariate normality ⋮ Asymptotic theory for the test for multivariate normality by Cox and Small ⋮ CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS ⋮ Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function ⋮ Asymptotic distribution of certain degenerate V- and U-statistics with estimated parameters ⋮ On the choice of the smoothing parameter for the BHEP goodness-of-fit test ⋮ Specification tests in mixed effects models ⋮ 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

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