A test for bivariate normality
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Cited by:
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021.
"Multivariate Hermite polynomials and information matrix tests,"
Working Paper series
21-12, Rimini Centre for Economic Analysis.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Econometrics Working Papers Archive 2021_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Working Papers wp2021_2103, CEMFI.
- Loperfido, Nicola, 2020. "Some remarks on Koziol’s kurtosis," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
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Keywords
goodness of fit power comparisons multivariate skewness and kurtosis;Statistics
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