Tests for multivariate normality—a critical review with emphasis on weighted -statistics

B Ebner, N Henze - Test, 2020 - Springer
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 …

A new goodness of fit test for multivariate normality and comparative simulation study

J Arnastauskaitė, T Ruzgas, M Bražėnas - Mathematics, 2021 - mdpi.com
The testing of multivariate normality remains a significant scientific problem. Although it is
being extensively researched, it is still unclear how to choose the best test based on the …

A test for Gaussianity in Hilbert spaces via the empirical characteristic functional

N Henze, MD Jiménez‐Gamero - Scandinavian Journal of …, 2021 - Wiley Online Library
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 …

A new class of tests for multinormality with iid and garch data based on the empirical moment generating function

N Henze, MD Jiménez-Gamero - Test, 2019 - Springer
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 …

Testing normality in any dimension by Fourier methods in a multivariate Stein equation

B Ebner, N Henze, D Strieder - Canadian Journal of Statistics, 2022 - Wiley Online Library
We study a novel class of affine‐invariant and consistent tests for multivariate normality. The
tests are based on a characterization of the standard d‐variate normal distribution by way of …

Are you all normal? It depends!

W Chen, MG Genton - International Statistical Review, 2023 - Wiley Online Library
The assumption of normality has underlain much of the development of statistics, including
spatial statistics, and many tests have been proposed. In this work, we focus on the …

Bayesian test of normality versus a Dirichlet process mixture alternative

ST Tokdar, R Martin - Sankhya B, 2021 - Springer
We propose a Bayesian test of normality for univariate or multivariate data against
alternative nonparametric models characterized by Dirichlet process mixture distributions …

Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces

P Dörr, B Ebner, N Henze - Scandinavian Journal of Statistics, 2021 - Wiley Online Library
We study a novel class of affine invariant and consistent tests for normality in any dimension
in an iid‐setting. The tests are based on a characterization of the standard d‐variate normal …

[PDF][PDF] New approach to calculate Weibull parameters and comparison of wind potential of five cities of Pakistan

AA Rajput, M Daniyal, MM Zahid, H Nafees… - Adv in Energy …, 2022 - researchgate.net
Wind energy can be utilized for the generation of electricity, due to significant wind potential
at different parts of the world, some countries have already been generating of electricity …

A new large sample goodness of fit test for multivariate normality based on chi squared probability plots

MS Madukaife, FC Okafor - Communications in Statistics …, 2019 - Taylor & Francis
Based on a chi square transform of the multivariate normal data set, we proposed a
technique for testing multinormality which is the sum of interpoint squared distances …