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

DOI10.1007/s11749-020-00744-wzbMath1478.62128OpenAlexW3108801003MaRDI QIDQ2665782

Norbert Henze, Bruno Ebner

Publication date: 19 November 2021

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-020-00744-w

zbMATH Keywords

multivariate normality

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) (L^p)-limit theorems (60F25)

Related Items

Entropy-based test for generalised Gaussian distributions

Uses Software

• mnt

Cites Work

• A new characterization of the Gamma distribution and associated goodness-of-fit tests
• Asymptotic theory for the test for multivariate normality by Cox and Small
• Kurtosis tests for multivariate normality with monotone incomplete data
• The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
• Testing for normality in any dimension based on a partial differential equation involving the moment generating function
• On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests