Showing 2019Show all
2 papers · 1 filter
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…
stat.ME2019
Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces
Philip Dörr, Bruno Ebner, Norbert Henze
We study a novel class of affine invariant and consistent tests for normality in any dimension. The tests are based on a characterization of the standard -variate normal distrib…