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Tenreiro, 2017 - Google Patents

A new test for multivariate normality by combining extreme and nonextreme BHEP tests

Tenreiro, 2017

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Document ID
1588492658861051854
Author
Tenreiro C
Publication year
Publication venue
Communications in Statistics-Simulation and Computation

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Snippet

In this article, we propose a new multiple test procedure for assessing multivariate normality, which combines BHEP (Baringhaus–Henze–Epps–Pulley) tests by considering extreme and nonextreme choices of the tuning parameter in the definition of the BHEP test statistic. Monte …
Continue reading at estudogeral.uc.pt (PDF) (other versions)

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