A new test for multivariate normality by combining extreme and nonextreme BHEP tests

DOI10.1080/03610918.2015.1011334zbMATH Open1364.62109OpenAlexW2322520007MaRDI QIDQ5267869FDOQ5267869

Authors: Carlos Tenreiro 

Publication date: 13 June 2017

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10316/43970

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zbMATH Keywords

multiple testingBHEP teststests for multivariate normalityMonte Carlo power comparison

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Cited In (8)

• On the choice of the smoothing parameter for the BHEP goodness-of-fit test
• On energy tests of normality
• A new approach to the BHEP tests for multivariate normality
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
• Are You All Normal? It Depends!
• A new large sample goodness of fit test for multivariate normality based on chi squared probability plots
• On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests

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