Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$-statistics-Reference-Cited by-同舟云学术

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Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$-statistics

Published:2020-12 Issue:4 Volume:29 Page:898-902
ISSN:1133-0686
Container-title:TEST
language:en
Short-container-title:TEST

Author:

Meintanis Simos G.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11749-020-00743-x.pdf

Reference16 articles.

1. Adler RJ, Feldman RE, Taqqu MS (1998) A practical guide to heavy tails: statistical techniques and applications. Birkhäuser, Boston

2. Berg C, Vignat C (2010) On the density of the sum of two independent student t-random vectors. Stat Probab Lett 80:1043–1055

3. Bonato M (2012) Modeling fat tails in stock returns: a multivariate stable-GARCH approach. Comput Stat 27:499–521

4. Epps TW (2005) Tests for location-scale families based on the empirical characteristic function. Metrika 62:99–114

5. Koutrouvelis IA, Meintanis SG (1999) Testing for stability based on the empirical characteristic function with applications to financial data. J Stat Comput Simul 64:275–300

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