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

DOI10.1080/03610918.2015.1011334MaRDI QIDQ5267869zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

BHEP testsMonte Carlo power comparisonmultiple testingtests for multivariate normality

Mathematics Subject Classification ID

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

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Cited in

(9)

• Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
• 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
• 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
• Are You All Normal? It Depends!
• Multivariate normality test based on Shannon's entropy
• On energy tests of normality
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test

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