A new approach to the BHEP tests for multivariate normality

DOI10.1006/JMVA.1997.1684zbMATH Open0874.62043OpenAlexW2045568567MaRDI QIDQ1365546FDOQ1365546

Norbert Henze, Thorsten Wagner

Publication date: 9 November 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1684

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zbMATH Keywords

Gaussian processcontiguous alternativestest for multivariate normalityempirical characteristic functionlimiting null distributions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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Cited In (80)

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• Normality Test Based on a Truncated Mean Characterization
• Detecting diagnostic accuracy of two biomarkers through a bivariate log-normal ROC curve
• 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
• Bahadur efficiency of EDF based normality tests when parameters are estimated
• Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
• Testing normality in any dimension by Fourier methods in a multivariate Stein equation
• Diagnostic tests for the distribution of random effects in multivariate mixed effects models
• 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
• Are You All Normal? It Depends!
• Testing normality of a large number of populations
• A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach
• Closed-form expressions for maximum mean discrepancy with applications to Wasserstein auto-encoders
• Bahadur efficiencies of the Epps-Pulley test for normality
• An affine invariant multiple test procedure for assessing multivariate normality
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test
• Empirical Hankel transforms and its applications to goodness-of-fit tests
• Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function
• Testing for symmetry in multivariate distributions
• A consistent test for multivariate normality based on the empirical characteristic function
• On energy tests of normality
• Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
• A SIMPLE TEST OF NORMALITY FOR TIME SERIES
• Goodness-of-fit tests based on empirical characteristic functions
• Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
• Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics
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• The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
• Tests for the multivariatek-sample problem based on the empirical characteristic function
• A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic Function
• Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
• Specification tests for the error distribution in GARCH models
• Testing multinormality based on low-dimensional projection
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• Shortcomings of generalized affine invariant skewness measures
• GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION
• Tests for multinormality with applications to time series
• A goodness-of-fit test for elliptical distributions with diagnostic capabilities
• Permutation tests for homogeneity based on the empirical characteristic function
• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
• Using principal components to test normality of high-dimensional data
• Normality-based validation for crisp clustering
• Checking the adequacy of the multivariate semiparametric location shift model
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
• Distance Metrics for Measuring Joint Dependence with Application to Causal Inference
• Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
• An Appraisal and Bibliography of Tests for Multivariate Normality
• More good news on the HKM test for multivariate reflected symmetry about an unknown centre
• Omnibus tests for the error distribution in the linear regression model
• A new test for multivariate normality
• Projection pursuit based tests of normality with functional data
• A new characterization of the Gamma distribution and associated goodness-of-fit tests
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• A test for elliptical symmetry
• New characterization-based exponentiality tests for randomly censored data
• CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS
• Title not available (Why is that?)
• A Class of Goodness-of-fit Tests Based on Transformation
• Goodness-of-fit tests for multivariate Laplace distributions
• Testing multivariate normality in incomplete data of small sample size
• Two tests for multivariate normality based on the characteristic function
• On Hotelling’s T² test in a special paired sample case
• Spherical harmonics in quadratic forms for testing multivariate normality

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