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An approximation to the limit distribution of the epps-pulley test statistic for normality

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  • N. Henze

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  • N. Henze, 1990. "An approximation to the limit distribution of the epps-pulley test statistic for normality," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 37(1), pages 7-18, December.
    • Handle: RePEc:spr:metrik:v:37:y:1990:i:1:p:7-18
    DOI: 10.1007/BF02613501
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    References listed on IDEAS

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    1. L. Baringhaus & N. Henze, 1988. "A consistent test for multivariate normality based on the empirical characteristic function," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 35(1), pages 339-348, December.
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    Cited by:

    1. Wanfang Chen & Marc G. Genton, 2023. "Are You All Normal? It Depends!," International Statistical Review, International Statistical Institute, vol. 91(1), pages 114-139, April.
    2. Steffen Betsch & Bruno Ebner, 2020. "Testing normality via a distributional fixed point property in the Stein characterization," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 105-138, March.
    3. L. Baringhaus & B. Ebner & N. Henze, 2017. "The limit distribution of weighted $$L^2$$ L 2 -goodness-of-fit statistics under fixed alternatives, with applications," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(5), pages 969-995, October.
    4. Christian Goldmann & Bernhard Klar & Simos Meintanis, 2015. "Data transformations and goodness-of-fit tests for type-II right censored samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(1), pages 59-83, January.
    5. Bernhard Klar & Simos Meintanis, 2012. "Specification tests for the response distribution in generalized linear models," Computational Statistics, Springer, vol. 27(2), pages 251-267, June.
    6. Philip Dörr & Bruno Ebner & Norbert Henze, 2021. "Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 456-501, June.
    7. Norbert Henze, 2002. "Invariant tests for multivariate normality: a critical review," Statistical Papers, Springer, vol. 43(4), pages 467-506, October.
    8. Bruno Ebner & Norbert Henze, 2023. "On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality," Statistical Papers, Springer, vol. 64(3), pages 739-752, June.
    9. Epps, T. W., 1999. "Limiting behavior of the ICF test for normality under Gram-Charlier alternatives," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 175-184, April.
    10. Meintanis, S. & Ushakov, N. G., 2004. "Binned goodness-of-fit tests based on the empirical characteristic function," Statistics & Probability Letters, Elsevier, vol. 69(3), pages 305-314, September.

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