Two tests for multivariate normality based on the characteristic function

DOI10.3103/S1066530707030015zbMATH Open1231.62102OpenAlexW2089489762MaRDI QIDQ734524FDOQ734524

Authors: Miguel A. Arcones 

Publication date: 13 October 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530707030015

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zbMATH Keywords

characteristic functioncharacterization of normal distributions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Robust m-estimators of multivariate location and scatter
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Invariant tests for multivariate normality: A critical review
• A class of invariant consistent tests for multivariate normality
• A consistent test for multivariate normality based on the empirical characteristic function
• Redescending \(M\)-estimates of multivariate location and scatter
• A new approach to the BHEP tests for multivariate normality
• The non-singularity of generalized sample covariance matrices
• Title not available (Why is that?)
• An Appraisal and Bibliography of Tests for Multivariate Normality
• A test for normality based on the empirical characteristic function
• An analysis of variance test for normality (complete samples)
• On the effect of substituting parameter estimators in limiting \(\chi ^ 2U\) and V statistics
• Some new tests for normality based on U-processes

Cited In (11)

• An affine invariant multiple test procedure for assessing multivariate normality
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test
• Asymptotic distribution of certain degenerate V- and U-statistics with estimated parameters
• On combining the zero bias transform and the empirical characteristic function to test 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!
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
• Specification tests in mixed effects models
• CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS
• Asymptotic theory for the test for multivariate normality by Cox and Small

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