Characterizations of multinormality and corresponding tests of fit, including for Garch models

9 June 2017

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 $L^2$ 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 47 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 54 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