Invariant tests for multivariate normality: A critical review
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- A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality
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- The use of isotones for comparing tests of normality against skew normal distributions
- New fat-tail normality test based on conditional second moments with applications to finance
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
- Estimations for some functions of covariance matrix in high dimension under non-normality and its applications
- Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
- On energy tests of normality
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- Rejoinder on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
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- On automatic kernel density estimate-based tests for goodness-of-fit
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- Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
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