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Two tests for multivariate normality based on the characteristic function

โœ Scribed by M. A. Arcones


Book ID
111503683
Publisher
Allerton Press Inc
Year
2007
Tongue
English
Weight
758 KB
Volume
16
Category
Article
ISSN
1066-5307

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Goodness-of-Fit Tests for a Multivariate
โœ Yanqin Fan ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 422 KB

In this paper, we take the characteristic function approach to goodness-of-fit tests. It has several advantages over existing methods: First, unlike the popular comparison density function approach suggested in Parzen (1979), our approach is applicable to both univariate and multivariate data; Secon