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math.ST2021
On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
Bruno Ebner, Norbert Henze
The Shapiro--Wilk test (SW) and the Anderson--Darling test (AD) turned out to be strong procedures for testing for normality. They are joined by a class of tests for normality prop…
math.ST2020
Testing normality in any dimension by Fourier methods in a multivariate Stein equation
Bruno Ebner, Norbert Henze, David Strieder
We study a novel class of affine invariant and consistent tests for multivariate normality. The tests are based on a characterization of the standard -variate normal distributio…
math.ST2019
A new test of multivariate normality by a double estimation in a characterizing PDE
Philip Dörr, Bruno Ebner, Norbert Henze
This paper deals with testing for nondegenerate normality of a -variate random vector based on a random sample of . The rationale of the test is that the…