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1706.03029
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Characterizations of multinormality and corresponding tests of fit, including for Garch models
9 June 2017
N. Henze
M. D. Jiménez-Gamero
S. Meintanis
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Papers citing
"Characterizations of multinormality and corresponding tests of fit, including for Garch models"
11 / 11 papers shown
Title
Eigenvalues approximation of integral covariance operators with applications to weighted
L
2
L^2
L
2
statistics
Bruno Ebner
M. D. Jiménez-Gamero
Bojana Milošević
58
0
0
15 Aug 2024
Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data
S. Meintanis
John P. Nolan
C. Pretorius
129
3
0
20 Oct 2023
Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
M. J. Karling
M. Genton
S. Meintanis
19
5
0
08 Mar 2023
A characterization of normality via convex likelihood ratios
Royi Jacobovic
O. Kella
16
1
0
27 Oct 2021
Testing normality in any dimension by Fourier methods in a multivariate Stein equation
B. Ebner
N. Henze
David Strieder
36
10
0
06 Jul 2020
A new test of multivariate normality by a double estimation in a characterizing PDE
Philip Dörr
B. Ebner
N. Henze
42
9
0
25 Nov 2019
A test for Gaussianity in Hilbert spaces via the empirical characteristic functional
N. Henze
M. D. Jiménez-Gamero
57
20
0
24 Oct 2019
Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces
Philip Dörr
B. Ebner
N. Henze
49
9
0
27 Sep 2019
Testing for normality in any dimension based on a partial differential equation involving the moment generating function
N. Henze
J. Visagie
57
27
0
13 Jan 2019
Fixed point characterizations of continuous univariate probability distributions and their applications
Steffen Betsch
B. Ebner
19
1
0
15 Oct 2018
A new class of tests for multinormality with i.i.d. and Garch data based on the empirical moment generating function
N. Henze
M. D. Jiménez-Gamero
45
24
0
20 Nov 2017
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