A new class of tests for multinormality with i.i.d. and Garch data based on the empirical moment generating function

20 November 2017

Papers citing "A new class of tests for multinormality with i.i.d. and Garch data based on the empirical moment generating function"

5 / 5 papers shown

Title
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