A consistent test for multivariate normality based on the empirical characteristic function
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/BF02613322.pdf
Reference11 articles.
1. Baringhaus L, Danschke R, Henze N (1988) Recent and classical tests for normality — a comparative study. Comm Statist B Comp Simul (submitted)
2. Cox DR, Small NJH (1978) Testing multivariate normality. Biometrika 65:263–272
3. Csörgő S (1986) Testing for normality in arbitrary dimension. Ann Statist 14:708–723
4. De Wet T, Randles RH (1987) On the effect of substituting parameter estimators in limitingx 2,U andV statistics. Ann Statist 15:398–412
5. Eaton MR, Perlman MD (1973) The non-singularity of generalized sample covariance matrices. Ann Statist 1:710–717
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