A consistent test for multivariate normality based on the empirical characteristic function

DOI10.1007/BF02613322zbMATH Open0654.62046OpenAlexW2077564964WikidataQ56084024 ScholiaQ56084024MaRDI QIDQ1108716FDOQ1108716

Authors: Ludwig Baringhaus, Norbert Henze 

Publication date: 1988

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176200

Recommendations

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zbMATH Keywords

composite hypothesiscritical valuesempirical characteristic functionconsistent testlimiting null distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Statistical tables (62Q05)

Cites Work

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Cited In (97)

• An affine invariant multiple test procedure for assessing multivariate normality
• Consistency of some tests for multivariate normality
• Characterization of \(k\)-variate normal distribution with covariance structure, \(\sigma^2\Sigma_0\) and EDF goodness-of-fit tests
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test
• A homogeneity test for bivariate random variables
• On energy tests of normality
• A new goodness of fit test for multivariate normality
• A new approach to the BHEP tests for multivariate normality
• Extreme smoothing and testing for multivariate normality
• Fast goodness-of-fit tests based on the characteristic function
• Goodness-of-fit tests based on empirical characteristic functions
• Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics
• Invariant tests for multivariate normality: A critical review
• A homogeneity test based on empirical characteristic functions
• A class of goodness-of-fit tests based on transformation
• Testing for normality in arbitrary dimension
• Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
• Reducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation method
• A test for multivariate normality based on sample entropy and projection pursuit
• Characterizations of multinormality and corresponding tests of fit, including for GARCH models
• Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
• Checking for normality in linear mixed models
• A new test of multivariate normality by a double estimation in a characterizing PDE
• Approximating a class of goodness-of-fit test statistics
• Testing goodness of fit for the distribution of errors in multivariate linear models
• On the empirical characteristic function process of the residuals in GARCH models and applications
• Multivariate goodness-of-fit tests based on kernel density estimators
• A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
• Testing normality via a distributional fixed point property in the Stein characterization
• Goodness-of-fit test for stochastic volatility models
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
• Two-sample tests based on empirical Hankel transforms
• On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data
• On weighting the studentized empirical characteristic function for testing normality
• Goodness-of-fit tests based on the empirical characteristic function
• The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution
• On Hotelling's \(T^2\) test in a special paired sample case
• A multivariate empirical characteristic function test of independence with normal marginals
• Binned goodness-of-fit tests based on the empirical characteristic function
• Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
• Shortcomings of generalized affine invariant skewness measures
• A new flexible class of omnibus tests for exponentiality
• N-distance tests for a composite hypothesis of goodness of fit
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• A class of invariant consistent tests for multivariate normality
• Testing for the symmetric component in skew distributions
• A note on scale estimates based on the empirical characteristic function and their application to test for normality
• A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market
• Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
• Normality-based validation for crisp clustering
• Likelihood ratio tests for multivariate normality
• Fibonacci numbers, Lucas numbers and integrals of certain Gaussian processes
• An Appraisal and Bibliography of Tests for Multivariate Normality
• Empirical‐distribution‐function goodness‐of‐fit tests for discrete models
• A powerful affine invariant test for multivariate normality based on interpoint distances of principal components
• Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis
• On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests
• A new test for multivariate normality
• A powerful test for multivariate normality
• On tests for multivariate normality and associated simulation studies
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• Testing for independence by the empirical characteristic function
• A test for elliptical symmetry
• A New Goodness-of-Fit Test Based on the Empirical Characteristic Function
• Title not available (Why is that?)
• An approximation to the limit distribution of the Epps-Pulley test statistic for normality
• Measures of multivariate skewness and kurtosis for tests of nonnormality
• Two tests for multivariate normality based on the characteristic function
• Spherical harmonics in quadratic forms for testing multivariate normality
• Some new tests for normality based on U-processes
• The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples
• Test for uniformity by empirical Fourier expansion
• Normality Test Based on a Truncated Mean Characterization
• Distance metrics for measuring joint dependence with application to causal inference
• Testing distributional assumptions using a continuum of moments
• On combining the zero bias transform and the empirical characteristic function to test normality
• On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
• Randomness of Möbius coefficients and Brownian motion: growth of the Mertens function and the Riemann hypothesis
• Single-index modelling of conditional probabilities in two-way contingency tables
• Normality tests for dependent data: large-sample and bootstrap approaches
• Modification of statistics based on the empirical characteristic function to yield asymptotic normality
• Tests for multinormality with applications to time series
• Fixed point characterizations of continuous univariate probability distributions and their applications
• Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
• A test for normality and independence based on characteristic function
• Tests in functional autoregressive processes via local asymptotic normality condition
• Are You All Normal? It Depends!
• The compound truncated Poisson Cauchy model: a descriptor for multimodal data
• Testing normality of a large number of populations
• A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach
• Univariate likelihood projections and characterizations of the multivariate normal distribution
• Closed-form expressions for maximum mean discrepancy with applications to Wasserstein auto-encoders
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• An approximation to the null distribution of a class of Cramér-von Mises statistics
• Bahadur efficiencies of the Epps-Pulley test for normality

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