Two tests for multivariate normality based on the characteristic function

DOI10.3103/S1066530707030015MaRDI QIDQ734524zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

characteristic functioncharacterization of normal distributions

Mathematics Subject Classification ID

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

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Cites work

• A class of invariant consistent tests for multivariate normality
• A consistent test for multivariate normality based on the empirical characteristic function
• A new approach to the BHEP tests for multivariate normality
• A test for normality based on the empirical characteristic function
• An analysis of variance test for normality (complete samples)
• An Appraisal and Bibliography of Tests for Multivariate Normality
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• scientific article; zbMATH DE number 47948 (Why is no real title available?)
• scientific article; zbMATH DE number 1983901 (Why is no real title available?)
• Invariant tests for multivariate normality: A critical review
• On the effect of substituting parameter estimators in limiting ^ 2U and V statistics
• Redescending M-estimates of multivariate location and scatter
• Robust m-estimators of multivariate location and scatter
• Some new tests for normality based on U-processes
• The non-singularity of generalized sample covariance matrices

Cited in

(13)

• Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
• Asymptotic theory for the test for multivariate normality by Cox and Small
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
• Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces
• On combining the zero bias transform and the empirical characteristic function to test normality
• Asymptotic distribution of certain degenerate V- and U-statistics with estimated parameters
• Specification tests in mixed effects models
• Characterizations of multinormality and corresponding tests of fit, including for GARCH models
• Are You All Normal? It Depends!
• A test for normality and independence based on characteristic function
• An affine invariant multiple test procedure for assessing multivariate normality
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test

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