A test for Gaussianity in Hilbert spaces via the empirical characteristic functional

DOI10.1111/sjos.12470zbMath1469.62428arXiv1910.10924OpenAlexW3030052345MaRDI QIDQ5001010

Norbert Henze, M. Dolores Jiménez-Gamero

Publication date: 16 July 2021

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.10924

zbMATH Keywords

Hilbert spaceGaussianitygoodness-of-fit testcharacteristic functionalfunctional data

Mathematics Subject Classification ID

Functional data analysis (62R10) Hypothesis testing in multivariate analysis (62H15)

Related Items (4)

Testing the equality of a large number of populations ⋮ On combining the zero bias transform and the empirical characteristic function to test normality ⋮ Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations ⋮ Fourier-type tests of mutual independence between functional time series

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