A multivariate empirical characteristic function test of independence with normal marginals (Q2567124): Difference between revisions

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+A consistent test for multivariate normality based on the empirical characteristic function
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+Confidence sets for a multivariate distribution
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+Distribution Free Tests of Independence Based on the Sample Distribution Function
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+Monomial cubature rules since ``Stroud'': A compilation. II
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+Monomial cubature rules since ``Stroud'': A compilation
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+Limit behaviour of the empirical characteristic function
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+Multivariate empirical characteristic functions
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+Testing for independence by the empirical characteristic function
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+Numerical inversion of a characteristic function
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+The empirical characteristic function and its applications
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+A new approach to the BHEP tests for multivariate normality
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+ON THE DERIVATION AND COMPUTATION OF THE CORNISH‐FISHER EXPANSION
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+Weak convergence of the empirical characteristic function
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