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On the eigenvalues associated with the limit null distribution of the
  Epps-Pulley test of normality

On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality

10 September 2021
B. Ebner
N. Henze
ArXiv (abs)PDFHTML

Papers citing "On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality"

5 / 5 papers shown
Title
Eigenvalues approximation of integral covariance operators with
  applications to weighted $L^2$ statistics
Eigenvalues approximation of integral covariance operators with applications to weighted L2L^2L2 statistics
Bruno Ebner
M. D. Jiménez-Gamero
Bojana Milošević
48
0
0
15 Aug 2024
To impute or not to? Testing multivariate normality on incomplete
  dataset: Revisiting the BHEP test
To impute or not to? Testing multivariate normality on incomplete dataset: Revisiting the BHEP test
Danijel Aleksić
Bojana Milovsević
73
2
0
10 Apr 2024
Specification procedures for multivariate stable-Paretian laws for
  independent and for conditionally heteroskedastic data
Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data
S. Meintanis
John P. Nolan
C. Pretorius
124
3
0
20 Oct 2023
Specification tests for normal/gamma and stable/gamma stochastic
  frontier models based on empirical transforms
Specification tests for normal/gamma and stable/gamma stochastic frontier models based on empirical transforms
Christos K. Papadimitriou
S. Meintanis
M. Tsionas
19
1
0
17 Dec 2022
Bahadur efficiency for certain goodness--of--fit tests based on the
  empirical characteristic function
Bahadur efficiency for certain goodness--of--fit tests based on the empirical characteristic function
S. Meintanis
B. Milošević
Marko Obradović
28
10
0
21 Jan 2022
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