A new test of multivariate normality by a double estimation in a characterizing PDE

DOI10.1007/s00184-020-00795-xzbMath1467.62098arXiv1911.10955OpenAlexW3082758809MaRDI QIDQ2036303

Norbert Henze, Bruno Ebner, Philip Dörr

Publication date: 28 June 2021

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.10955

zbMATH Keywords

consistencyLaplace operatorharmonic oscillatoraffine invariancetest for multivariate normalityweighted \(L^2\)-statistic

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) (L^p)-limit theorems (60F25)

Related Items (5)

Neyman's C(α) test for the shape parameter of the exponential power class ⋮ On combining the zero bias transform and the empirical characteristic function to test normality ⋮ Testing normality in any dimension by Fourier methods in a multivariate Stein equation ⋮ Stein's method meets computational statistics: a review of some recent developments ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics

Uses Software

• RandomFields
• mnt

Cites Work

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