This article gives a synopsis on new developments in affine invariant tests for multivariate
normality in an iid-setting, with special emphasis on asymptotic properties of several classes …

We propose a class of weighted L^ 2 L 2-type tests of fit to the Gamma distribution. Our novel
procedure is based on a fixed point property of a new transformation connected to a Steinian …

Equivalence tests have received increasing attention in the last years, especially in
experimental applied fields such as Biology, Medicine or Pharmacology. In the statistical …

Abstract Let X 1, X 2,… be independent and identically distributed random elements taking
values in a separable Hilbert space ℍ. With applications for functional data in mind, ℍ may …

Finding the eigenvalues connected to the covariance operator of a centred Hilbert-space
valued Gaussian process is genuinely considered a hard problem in several mathematical …

We provide novel characterizations of multivariate normality that incorporate both the
characteristic function and the moment generating function, and we employ these results to …

We propose a new class of goodness-of-fit tests for the inverse Gaussian distribution based
on a characterization of the cumulative distribution function (CDF). The new tests are of …

We generalize a recent class of tests for univariate normality that are based on the empirical
moment generating function to the multivariate setting, thus obtaining a class of affine …

We propose two families of tests for the classical goodness-of-fit problem to univariate
normality. The new procedures are based on L^ 2 L 2-distances of the empirical zero-bias …

A general and relatively simple method for construction of multivariate goodness–of–fit tests
is introduced. The proposed test is applied to elliptical distributions. The method is based on …