3 papers
math.ST2019
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…
stat.ME2018
A model specification test for the variance function in nonparametric regression
Juan Carlos Pardo-Fernandez, M. Dolores Jimenez-Gamero
The problem of testing for the parametric form of the conditional variance is considered in a fully nonparametric regression model. A test statistic based on a weighted -dista…
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…