12 citations · 21 across the 25 of their papers we have counts for
5 papers · 1 filter
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…
Curiosities regarding waiting times in Pólya's urn model
Norbert Henze, Mark P. Holmes
Consider an urn initially containing black and white balls. Select a ball at random and observe its color. If it is black, stop. Otherwise, return the white ball together w…
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 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…
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…