On weighting the studentized empirical characteristic function for testing normality

DOI10.1080/03610919608813307zbMATH Open0875.62226OpenAlexW1999157646MaRDI QIDQ5283890FDOQ5283890

Authors: Kanta Naito 

Publication date: 30 January 1997

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

Full work available at URL: https://doi.org/10.1080/03610919608813307

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cites Work

• The empirical characteristic function and its applications
• Measures of multivariate skewness and kurtosis with applications
• A consistent test for multivariate normality based on the empirical characteristic function
• Testing for normality in arbitrary dimension
• Title not available (Why is that?)
• A test for normality based on the empirical characteristic function
• The studentized empirical characteristic function and its application to test for the shape of distribution
• Recent and classical tests for normality - a comparative study

Cited In (6)

• A new approach to the BHEP tests for multivariate normality
• Extreme smoothing and testing for multivariate normality
• Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
• Invariant tests for multivariate normality: A critical review
• An Appraisal and Bibliography of Tests for Multivariate Normality
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality

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