12 citations · 21 across the 25 of their papers we have counts for
Showing 2017 · math.STShow all
3 papers · 2 filters
math.ST2017
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…
math.ST2017★ 1 cited
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…
math.ST2017
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…