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

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scientific article; zbMATH DE number 3850301 (Why is no real title available?)
scientific article; zbMATH DE number 3626442 (Why is no real title available?)
A class of invariant procedures for assessing multivariate normality
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An affine invariant multiple test procedure for assessing multivariate normality
Some new tests for normality based on U-processes
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Spherical harmonics in quadratic forms for testing multivariate normality
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The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples
Bahadur efficiencies of the Epps-Pulley test for normality
Characterization of \(k\)-variate normal distribution with covariance structure, \(\sigma^2\Sigma_0\) and EDF goodness-of-fit tests
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
Test for uniformity by empirical Fourier expansion
Extreme smoothing and testing for multivariate normality
Fast goodness-of-fit tests based on the characteristic function
Normality Test Based on a Truncated Mean Characterization
Goodness-of-fit tests based on empirical characteristic functions
Distance metrics for measuring joint dependence with application to causal inference
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
Testing distributional assumptions using a continuum of moments
Testing for normality in arbitrary dimension
Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
On combining the zero bias transform and the empirical characteristic function to test normality
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
Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
A class of goodness-of-fit tests based on transformation
Checking for normality in linear mixed models
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
A new test of multivariate normality by a double estimation in a characterizing PDE
Approximating a class of goodness-of-fit test statistics
On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
On the empirical characteristic function process of the residuals in GARCH models and applications
Testing goodness of fit for the distribution of errors in multivariate linear models
Goodness-of-fit test for stochastic volatility models
Testing normality via a distributional fixed point property in the Stein characterization
A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
Multivariate goodness-of-fit tests based on kernel density estimators
A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
Randomness of Möbius coefficients and Brownian motion: growth of the Mertens function and the Riemann hypothesis
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
Single-index modelling of conditional probabilities in two-way contingency tables
Goodness-of-fit tests based on the empirical characteristic function
On weighting the studentized empirical characteristic function for testing normality
Normality tests for dependent data: large-sample and bootstrap approaches
On Hotelling's \(T^2\) test in a special paired sample case
The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution
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
Modification of statistics based on the empirical characteristic function to yield asymptotic normality
Tests for multinormality with applications to time series
A new flexible class of omnibus tests for exponentiality
N-distance tests for a composite hypothesis of goodness of fit
Tests for normality based on density estimators of convolutions
A class of invariant consistent tests for multivariate normality
Fixed point characterizations of continuous univariate probability distributions and their applications
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
Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
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
A test for normality and independence based on characteristic function
Tests in functional autoregressive processes via local asymptotic normality condition
Normality-based validation for crisp clustering
Are You All Normal? It Depends!
The compound truncated Poisson Cauchy model: a descriptor for multimodal data
Likelihood ratio tests for multivariate normality
Fibonacci numbers, Lucas numbers and integrals of certain Gaussian processes
Testing normality of a large number of populations
An Appraisal and Bibliography of Tests for Multivariate Normality
Empirical‐distribution‐function goodness‐of‐fit tests for discrete models
A new test for multivariate normality
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 Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach
Testing for independence by the empirical characteristic function
A test for elliptical symmetry
A powerful test for multivariate normality
On tests for multivariate normality and associated simulation studies
Univariate likelihood projections and characterizations of the multivariate normal distribution
A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
Closed-form expressions for maximum mean discrepancy with applications to Wasserstein auto-encoders
A New Goodness-of-Fit Test Based on the Empirical Characteristic Function
An approximation to the limit distribution of the Epps-Pulley test statistic for normality
Cramér-von-Mises tests for the distribution of the excess over a confidence level
scientific article; zbMATH DE number 4124814 (Why is no real title available?)
Two tests for multivariate normality based on the characteristic function
New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring
Measures of multivariate skewness and kurtosis for tests of nonnormality
On a new class of tests for the Pareto distribution using Fourier methods
An approximation to the null distribution of a class of Cramér-von Mises statistics

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