Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces

DOI10.1111/SJOS.12477zbMath1469.62273arXiv1909.12624OpenAlexW3037027523MaRDI QIDQ5001012

Norbert Henze, Bruno Ebner, Philip Dörr

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/1909.12624

zbMATH Keywords

consistencyempirical characteristic functionharmonic oscillatoraffine invariancetest for multivariate normalityneighborhood-of-model validation

Mathematics Subject Classification ID

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

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