Testing for normality in arbitrary dimension
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Publication:1820530
DOI10.1214/aos/1176349948zbMath0615.62060OpenAlexW2027927914MaRDI QIDQ1820530
Publication date: 1986
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349948
weak convergenceconsistencymultivariate Gaussian processMonte Carlo experimentssupremum distributiontesting for multivariate normalityasymptotic percentage pointsFernique's inequalityexact upper boundsMahalanobis transformmaximal deviation statisticstudentized empirical characteristic function
Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)
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