A consistent test for multivariate normality based on the empirical characteristic function

By Ludwig Baringhaus, Norbert Henze. 1988

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Citations in the corpus

A Kernel Test of Goodness of Fit (2016, methodology): “We observe that for higher dimensions, and where the expectation of the kernel exists in closed form, an MMD-type test like (Baringhaus & Henze, 1988) is a better choice.”
A new test for multivariate normality (2005, methodology): “The BHEP class of tests [2,7,11], including the Henze–Zirkler test [12], are based on the empirical characteristic function.”
The limit distribution of weighted $$L^2$$L2-goodness-of-fit statistics under fixed alternatives, with applications (2017, methodology): “Epps and Pulley (1983) considered testing for univariate normality by means of the ECF, and Baringhaus and Henze (1988) and Henze and Zirkler (1990) generalized their approach to the multivariate case.”
An Appraisal and Bibliography of Tests for Multivariate Normality (2004, background): “Baringhaus & Henze (1988) criticized most approaches to testing MVN for their lack of consistency.”
A test for elliptical symmetry (2007, methodology): “Let {ak : k 1} be a family of functions orthonormal with respect to Lebesgue measure on [0, 1] and orthogonal to the constant function on [0, 1].”
Consistency of general bootstrap methods for degenerate U-type and V-type statistics (2009, background): “In the particular case of testing for normality, Henze and Wagner [16] showed that the choice ofw equal to a normal density leads to an easily computable alternative representation of the test statistic.”
A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality (2005, methodology): “In the words of Baringhaus and Henze [14] and Csörgö [28], there are few ‘genuine’ tests of MVN.”
On tests for multivariate normality and associated simulation studies (2007, result): “Csörgő [39] proved that the test statistic in equation (2) is consistent, and also showed the consistency of an extension of this test to the multivariate case proposed by Baringhaus and Henze [40].”