A new approach to the BHEP tests for multivariate normality
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Cites work
- scientific article; zbMATH DE number 3716479 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 512575 (Why is no real title available?)
- scientific article; zbMATH DE number 806808 (Why is no real title available?)
- scientific article; zbMATH DE number 814909 (Why is no real title available?)
- A class of invariant consistent tests for multivariate normality
- A comparative study of goodness-of-fit tests for multivariate normality
- A consistent test for multivariate normality based on the empirical characteristic function
- A new method for assessing multivariate normality with graphical applications
- A test for multivariate normality based on sample entropy and projection pursuit
- A test for normality based on the empirical characteristic function
- A test of p-variate normality
- Adaptive Smoothing and Density-Based Tests of Multivariate Normality
- Asymptotic expansions for bivariate von Mises functionals
- Comparison of tests for bivariate normality with unknown parameters by transformation to an univariate statistic
- Consistency of some tests for multivariate normality
- Extreme smoothing and testing for multivariate normality
- F-probability plot and its application to multivariate normality
- Interpreting the skewness coefficient
- Limit distributions for Mardia's measure of multivariate skewness
- Measures of multivariate skewness and kurtosis with applications
- On Mardia’s kurtosis test for multivariate normality
- On the effect of substituting parameter estimators in limiting \(\chi ^ 2U\) and V statistics
- On weighting the studentized empirical characteristic function for testing normality
- Some p-variate adaptations of the shapiro-wilk test of normality
- Testing for normality in arbitrary dimension
Cited in
(81)- The use of isotones for comparing tests of normality against skew normal distributions
- Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
- Diagnostic tests for the distribution of random effects in multivariate mixed effects models
- Are You All Normal? It Depends!
- Testing normality of a large number of populations
- Normality Test Based on a Truncated Mean Characterization
- A test for normality and independence based on characteristic function
- On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
- Testing normality in any dimension by Fourier methods in a multivariate Stein equation
- 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
- Closed-form expressions for maximum mean discrepancy with applications to Wasserstein auto-encoders
- Bahadur efficiency of EDF based normality tests when parameters are estimated
- A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach
- Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
- Change Point Detection with Multivariate Observations Based on Characteristic Functions
- Bahadur efficiencies of the Epps-Pulley test for normality
- A class of goodness-of-fit tests based on transformation
- A test for elliptical symmetry
- An affine invariant multiple test procedure for assessing multivariate normality
- Tests for the multivariatek-sample problem based on the empirical characteristic function
- Testing multinormality based on low-dimensional projection
- On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
- Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
- Tests for multinormality with applications to time series
- Omnibus tests for the error distribution in the linear regression model
- Tests of mutual or serial independence of random vectors with applications
- Testing goodness of fit for the distribution of errors in multivariate linear models
- Goodness-of-fit tests based on empirical characteristic functions
- Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
- On energy tests of normality
- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
- Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
- Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
- A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic Function
- Testing for symmetry in multivariate distributions
- Checking for normality in linear mixed models
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES
- Projection pursuit based tests of normality with functional data
- A new characterization of the Gamma distribution and associated goodness-of-fit tests
- Spherical harmonics in quadratic forms for testing multivariate normality
- Data transformations and goodness-of-fit tests for type-II right censored samples
- Checking the adequacy of the multivariate semiparametric location shift model
- Using principal components to test normality of high-dimensional data
- A consistent test for multivariate normality based on the empirical characteristic function
- On the Finite Sample Behavior of Fixed Bandwidth Bickel–Rosenblatt Test for Univariate and Multivariate Uniformity
- New characterization-based exponentiality tests for randomly censored data
- Shortcomings of generalized affine invariant skewness measures
- Distance metrics for measuring joint dependence with application to causal inference
- On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data
- Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function
- Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics
- A goodness-of-fit test for elliptical distributions with diagnostic capabilities
- 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
- GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION
- A new test of multivariate normality by a double estimation in a characterizing PDE
- Characterizations of multinormality and corresponding tests of fit, including for GARCH models
- Testing multivariate normality in incomplete data of small sample size
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
- Goodness-of-fit tests for multivariate Laplace distributions
- A multivariate empirical characteristic function test of independence with normal marginals
- Specification tests for the error distribution in GARCH models
- Testing for affine equivalence of elliptically symmetric distributions.
- A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
- A new test for multivariate normality
- Goodness-of-fit tests based on the empirical characteristic function
- Testing normality via a distributional fixed point property in the Stein characterization
- Permutation tests for homogeneity based on the empirical characteristic function
- On Hotelling's \(T^2\) test in a special paired sample case
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
- Normality-based validation for crisp clustering
- Two tests for multivariate normality based on the characteristic function
- A new test for multivariate normality by combining extreme and nonextreme BHEP tests
- Invariant tests for multivariate normality: A critical review
- The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
- An Appraisal and Bibliography of Tests for Multivariate Normality
- More good news on the HKM test for multivariate reflected symmetry about an unknown centre
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