On weighting the studentized empirical characteristic function for testing normality

DOI10.1080/03610919608813307MaRDI QIDQ5283890zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3403599 (Why is no real title available?)
• A consistent test for multivariate normality based on the empirical characteristic function
• A test for normality based on the empirical characteristic function
• Measures of multivariate skewness and kurtosis with applications
• Recent and classical tests for normality - a comparative study
• Testing for normality in arbitrary dimension
• The empirical characteristic function and its applications
• The studentized empirical characteristic function and its application to test for the shape of distribution

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
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• Invariant tests for multivariate normality: A critical review
• An Appraisal and Bibliography of Tests for Multivariate Normality

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