IDEAS home Printed from https://ideas.repec.org/r/eee/jmvana/v62y1997i1p1-23.html
   My bibliography  Save this item

A New Approach to the BHEP Tests for Multivariate Normality

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Jiménez-Gamero, M.D. & Alba-Fernández, V. & Muñoz-García, J. & Chalco-Cano, Y., 2009. "Goodness-of-fit tests based on empirical characteristic functions," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 3957-3971, October.
  2. Muneya Matsui & Akimichi Takemura, 2008. "Goodness-of-fit tests for symmetric stable distributions—Empirical characteristic function approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(3), pages 546-566, November.
  3. Tanya Ara'ujo & Jo~ao Dias & Samuel Eleut'erio & Francisco Louc{c}~a, 2012. "How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market," Papers 1207.1202, arXiv.org.
  4. Meintanis, Simos G. & Ngatchou-Wandji, Joseph & Taufer, Emanuele, 2015. "Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 171-192.
  5. Donald Richards, 2020. "Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 903-906, December.
  6. Huffer, Fred W. & Park, Cheolyong, 2007. "A test for elliptical symmetry," Journal of Multivariate Analysis, Elsevier, vol. 98(2), pages 256-281, February.
  7. Bilodeau, M. & Lafaye de Micheaux, P., 2005. "A multivariate empirical characteristic function test of independence with normal marginals," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 345-369, August.
  8. Philip Dörr & Bruno Ebner & Norbert Henze, 2021. "Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 456-501, June.
  9. Steffen Betsch & Bruno Ebner, 2020. "Testing normality via a distributional fixed point property in the Stein characterization," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 105-138, March.
  10. Tenreiro, Carlos, 2009. "On the choice of the smoothing parameter for the BHEP goodness-of-fit test," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1038-1053, February.
  11. Tenreiro, Carlos, 2011. "An affine invariant multiple test procedure for assessing multivariate normality," Computational Statistics & Data Analysis, Elsevier, vol. 55(5), pages 1980-1992, May.
  12. Henze, N. & Klar, B. & Meintanis, S. G., 2003. "Invariant tests for symmetry about an unspecified point based on the empirical characteristic function," Journal of Multivariate Analysis, Elsevier, vol. 87(2), pages 275-297, November.
  13. L. Baringhaus & B. Ebner & N. Henze, 2017. "The limit distribution of weighted $$L^2$$ L 2 -goodness-of-fit statistics under fixed alternatives, with applications," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(5), pages 969-995, October.
  14. Wanfang Chen & Marc G. Genton, 2023. "Are You All Normal? It Depends!," International Statistical Review, International Statistical Institute, vol. 91(1), pages 114-139, April.
  15. Baringhaus, Ludwig & Taherizadeh, Fatemeh, 2010. "Empirical Hankel transforms and its applications to goodness-of-fit tests," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1445-1457, July.
  16. Tanya Araujo & João Dias & Samuel Eleutério & Francisco Louçã, 2012. "How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market," Working Papers Department of Economics 2012/21, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  17. Norbert Henze & Jaco Visagie, 2020. "Testing for normality in any dimension based on a partial differential equation involving the moment generating function," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(5), pages 1109-1136, October.
  18. Marija Cuparić & Bojana Milošević, 2022. "New characterization-based exponentiality tests for randomly censored data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(2), pages 461-487, June.
  19. Norbert Henze, 2002. "Invariant tests for multivariate normality: a critical review," Statistical Papers, Springer, vol. 43(4), pages 467-506, October.
  20. Steffen Betsch & Bruno Ebner, 2019. "A new characterization of the Gamma distribution and associated goodness-of-fit tests," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(7), pages 779-806, October.
  21. Jiang, Qing & Hušková, Marie & Meintanis, Simos G. & Zhu, Lixing, 2019. "Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data," Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 202-220.
  22. Bruno Ebner & Norbert Henze, 2023. "On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality," Statistical Papers, Springer, vol. 64(3), pages 739-752, June.
  23. Nora Gürtler & Norbert Henze, 2000. "Goodness-of-Fit Tests for the Cauchy Distribution Based on the Empirical Characteristic Function," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(2), pages 267-286, June.
  24. Marie Hušková & Simos Meintanis, 2008. "Tests for the multivariate -sample problem based on the empirical characteristic function," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(3), pages 263-277.
  25. Philip Dörr & Bruno Ebner & Norbert Henze, 2021. "A new test of multivariate normality by a double estimation in a characterizing PDE," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(3), pages 401-427, April.
  26. Chen, Feifei & Jiménez–Gamero, M. Dolores & Meintanis, Simos & Zhu, Lixing, 2022. "A general Monte Carlo method for multivariate goodness–of–fit testing applied to elliptical families," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).
  27. Muneya Matsui & Akimichi Takemura, 2005. "Goodness-of-Fit Tests for Symmetric Stable Distributions - Empirical Characteristic Function Approach," CIRJE F-Series CIRJE-F-384, CIRJE, Faculty of Economics, University of Tokyo.
  28. A. Cabaña & E. M. Cabaña, 2003. "Tests of Normality Based on Transformed Empirical Processes," Methodology and Computing in Applied Probability, Springer, vol. 5(3), pages 309-335, September.
  29. Henze, N. & Klar, B. & Zhu, L. X., 2005. "Checking the adequacy of the multivariate semiparametric location shift model," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 238-256, April.
  30. Gutjahr, Steffen & Henze, Norbert & Folkers, Martin, 1999. "Shortcomings of Generalized Affine Invariant Skewness Measures," Journal of Multivariate Analysis, Elsevier, vol. 71(1), pages 1-23, October.
  31. N. Balakrishnan & M. Brito & A. Quiroz, 2013. "On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(2), pages 161-177, February.
  32. Ducharme, Gilles R. & Lafaye de Micheaux, Pierre, 2020. "A goodness-of-fit test for elliptical distributions with diagnostic capabilities," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
  33. Bruno Ebner & Norbert Henze, 2020. "Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 845-892, December.
  34. Norbert Henze & María Dolores Jiménez-Gamero, 2019. "A new class of tests for multinormality with i.i.d. and garch data based on the empirical moment generating function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 499-521, June.
  35. Simos G. Meintanis & James Allison & Leonard Santana, 2016. "Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function," Statistical Papers, Springer, vol. 57(4), pages 957-976, December.
  36. Simos Meintanis & Bojana Milošević & Marko Obradović, 2023. "Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(7), pages 723-751, October.
  37. Klar, B. & Lindner, F. & Meintanis, S.G., 2012. "Specification tests for the error distribution in GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3587-3598.
  38. Bennihi, Aymen Salah & Bouriche, Lahcene & Schneider, Friedrich, 2021. "The informal economy in Algeria: New insights using the MIMIC approach and the interaction with the formal economy," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 470-491.
  39. Leucht, Anne & Neumann, Michael H., 2009. "Consistency of general bootstrap methods for degenerate U-type and V-type statistics," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1622-1633, September.
  40. Gupta, A. K. & Henze, N. & Klar, B., 2004. "Testing for affine equivalence of elliptically symmetric distributions," Journal of Multivariate Analysis, Elsevier, vol. 88(2), pages 222-242, February.
  41. Norbert Henze & María Dolores Jiménez‐Gamero, 2021. "A test for Gaussianity in Hilbert spaces via the empirical characteristic functional," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 406-428, June.
  42. Norbert Henze & Bernhard Klar, 2002. "Goodness-of-Fit Tests for the Inverse Gaussian Distribution Based on the Empirical Laplace Transform," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(2), pages 425-444, June.
  43. Tan, Ming & Fang, Hong-Bin & Tian, Guo-Liang & Wei, Gang, 2005. "Testing multivariate normality in incomplete data of small sample size," Journal of Multivariate Analysis, Elsevier, vol. 93(1), pages 164-179, March.
  44. Sirao Wang & Jiajuan Liang & Min Zhou & Huajun Ye, 2022. "Testing Multivariate Normality Based on F -Representative Points," Mathematics, MDPI, vol. 10(22), pages 1-22, November.
  45. Christian Goldmann & Bernhard Klar & Simos Meintanis, 2015. "Data transformations and goodness-of-fit tests for type-II right censored samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(1), pages 59-83, January.
  46. Norbert Henze & Celeste Mayer, 2020. "More good news on the HKM test for multivariate reflected symmetry about an unknown centre," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 741-770, June.
  47. Epps, T. W., 1999. "Limiting behavior of the ICF test for normality under Gram-Charlier alternatives," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 175-184, April.
  48. Szekely, Gábor J. & Rizzo, Maria L., 2005. "A new test for multivariate normality," Journal of Multivariate Analysis, Elsevier, vol. 93(1), pages 58-80, March.
  49. Sudesh Pundir & R. Amala, 2015. "Detecting diagnostic accuracy of two biomarkers through a bivariate log-normal ROC curve," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(12), pages 2671-2685, December.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.