Two tests for multivariate normality based on the characteristic function |
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Authors: | M. A. Arcones |
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Affiliation: | (1) Department of Mathematical Sciences, Binghamton University, Binghamton, NY 13902, USA |
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Abstract: | We present two tests for multivariate normality. The presented tests are based on the Lévy characterization of the normal distribution and on the BHEP tests. The tests are affine invariant and consistent. We obtain the asymptotic null distribution of the test statistics using some results about generalized one-sample U-statistics, which are of independent interest. |
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Keywords: | tests ofmultivariate normality characterization of the normal distribution characteristic function |
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