2 papers
stat.ME2023
An Effective Multivariate Normality Test via Hessians of Empirical Cumulant Generating Functions
Kwun Chuen Gary Chan, Hok Kan Ling, Chuan-Fa Tang +1
In this article, we propose a new class of consistent tests for -variate normality. These tests are based on the characterization of the standard multivariate normal distributio…
math.ST2022
Likelihood-based Spacings Goodness-of-Fit Statistics for Univariate Shape-constrained Densities
Kwun Chuen Gary Chan, Hok Kan Ling, Chuan-Fa Tang +1
A variety of statistics based on sample spacings have been studied for testing goodness-of-fit to parametric distributions. To test the goodness-of-fit to a nonparametric class of…