A new test for multivariate normality by combining extreme and non-extreme BHEP test statistics
 
 
Description:  In this talk we present a new multiple test procedure for assessing multivariate normality which combines the BHEP (Baringhaus-Henze-Epps-Pulley) tests by considering extreme and non-extreme choices of the smoothing parameter figuring in the definition of the BHEP test statistic. The results of a simulation study carried out for a wide range of alternative distributions, in order to analyse the finite sample power behaviour of the proposed test, are also discussed.
Date:  2013-10-04
Start Time:   15:15
Speaker:  Carlos Tenreiro (CMUC/FCTUC)
Institution:  CMUC/FCTUC
Research Groups: -Probability and Statistics
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