12 citations · 21 across the 25 of their papers we have counts for
17 papers · 1 filter
Four-Moment Approximations and Fast -Values for BHEP Tests of Multivariate Normality
Bruno Ebner, Norbert Henze
The Baringhaus--Henze--Epps--Pulley (BHEP) tests form a widely applicable class of affine invariant and consistent tests for multivariate normality. Under the null hypothesis, the…
Spectral Analysis of Gaussian Integral Operators Arising in BHEP Tests
Bruno Ebner, Dominic Edelmann, Norbert Henze +2
The Baringhaus-Henze-Epps-Pulley (BHEP) tests for multivariate normality are affine-invariant goodness-of-fit tests based on a Gaussian-weighted distance between empirical an…
A unified approach to goodness-of-fit testing for spherical and hyperspherical data
Bruno Ebner, Norbert Henze, Simos Meintanis
We propose a general and relatively simple method for the construction of goodness-of-fit tests on the sphere and the hypersphere. The method is based on the characterization of pr…
A genuine test for hyperuniformity
Michael A. Klatt, Günter Last, Norbert Henze
We introduce a rigorous and sensitive significance test for hyperuniformity that yields reliable results even from a single sample. Our approach is based on a detailed analysis of…
Weibull or not Weibull?
Bruno Ebner, Adrian Fischer, Norbert Henze +1
We propose novel goodness-of-fit tests for the Weibull distribution with unknown parameters. These tests are based on an alternative characterizing representation of the Laplace tr…
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…
Bahadur efficiencies of the Epps--Pulley test for normality
Bruno Ebner, Norbert Henze
The test for normality suggested by Epps and Pulley (1983) is a serious competitor to tests based on the empirical distribution function. In contrast to the latter procedures, it h…
Tests for circular symmetry of complex-valued random vectors
Norbert Henze, Pierre Lafaye de Micheaux, Simos G. Meintanis
We propose tests for the null hypothesis that the law of a complex-valued random vector is circularly symmetric. The test criteria are formulated as -type criteria based on em…
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…
Tests for multivariate normality -- a critical review with emphasis on weighted -statistics
Bruno Ebner, Norbert Henze
This article gives a synopsis on new developments in affine invariant tests for multivariate normality in an i.i.d.-setting, with special emphasis on asymptotic properties of sever…
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…
A test for Gaussianity in Hilbert spaces via the empirical characteristic functional
Norbert Henze, M. Dolores Jiménez--Gamero
Let be independent and identically distributed random elements taking values in a separable Hilbert space . With applications for functional data in m…
Testing for normality in any dimension based on a partial differential equation involving the moment generating function
Norbert Henze, Jaco Visagie
We use a system of first-order partial differential equations that characterize the moment generating function of the -variate standard normal distribution to construct a class…
A new class of tests for multinormality with i.i.d. and Garch data based on the empirical moment generating function
Norbert Henze, María Dolores Jiménez-Gamero
We generalize a recent class of tests for univariate normality that are based on the empirical moment generating function to the multivariate setting, thus obtaining a class of aff…
On the consistency of the spacings test for multivariate uniformity
Norbert Henze
We give a simple conceptual proof of the consistency of a test for multivariate uniformity in a bounded set that is based on the maximal spacing generated…
Characterizations of multinormality and corresponding tests of fit, including for Garch models
Norbert Henze, María Dolores Jiménez-Gamero, Simos G. Meintanis
We provide novel characterizations of multivariate normality that incorporate both the characteristic function and the moment generating function, and we employ these results to co…
On a test of normality based on the empirical moment generating function
Norbert Henze, Stefan Koch
We provide the lacking theory for a test of normality based on the empirical moment generating function.