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Comments on
:
tests for multivariate normality , a CRITICAL review with emphasis on weighted L2-statistics
Simos G. Meintanis
[1]
[1]
National and Kapodistrian University of Athens
National and Kapodistrian University of Athens
Dimos Athens,
Grecia
Localización:
Test: An Official Journal of the Spanish Society of Statistics and Operations Research
,
ISSN-e
1863-8260,
ISSN
1133-0686,
Vol. 29, Nº. 4, 2020
,
págs.
898-902
Idioma:
inglés
DOI
:
10.1007/s11749-020-00743-x
Texto completo no disponible
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Referencias bibliográficas
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Epps TW (2005) Tests for location-scale families based on the empirical characteristic function. Metrika 62:99–114
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Meintanis SG (2005) Consistent tests for symmetric stability with finite mean based on the empirical characteristic function. J Stat Plan...
Meintanis SG, Ngatchou-Wandji J, Taufer E (2015) Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic...
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Samorodnitsky G, Taqqu MS (1994) Stable non-Gaussian random processes. Stochastic models with infinite variance. Chapman and Hall, New York
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Ushakov NG (1999) Selected topics in characteristic functions. VSP, Utrecht
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