Consistency of some tests for multivariate normality
Consistency of some tests for multivariate normality
复制标题
一些多元正态性检验的一致性
作者:
S. Csörgo
We prove that the tests of Csörgő (1986) and of Baringhaus and Henze (1988) for multivariate normality, both based on the empirical characteristic function, are consistent.