A New Approach to the BHEP Tests for Multivariate Normality
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References listed on IDEAS
- L. Baringhaus & N. Henze, 1988. "A consistent test for multivariate normality based on the empirical characteristic function," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 35(1), pages 339-348, December.
- Sándor Csörgő, 1989. "Consistency of some tests for multivariate normality," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 36(1), pages 107-116, December.
- Henze, Norbert, 1997. "Extreme smoothing and testing for multivariate normality," Statistics & Probability Letters, Elsevier, vol. 35(3), pages 203-213, October.
- Romeu, J. L. & Ozturk, A., 1993. "A Comparative Study of Goodness-of-Fit Tests for Multivariate Normality," Journal of Multivariate Analysis, Elsevier, vol. 46(2), pages 309-334, August.
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Keywordstest for multivariate normality empirical characteristic function Gaussian process contiguous alternatives;
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