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Two tests for multivariate normality based on the characteristic function
Authors:M. A. Arcones
Affiliation:(1) Department of Mathematical Sciences, Binghamton University, Binghamton, NY 13902, USA
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.
Keywords:tests ofmultivariate normality  characterization of the normal distribution  characteristic function
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