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Listar Estadística e Investigación Operativa por autor "Henze, Norbert"
Mostrando ítems 1-3 de 3
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Artículo
A new class of tests for multinormality with i.i.d. and garch data based on the empirical moment generating function
Henze, Norbert; Jiménez Gamero, María Dolores (Springer, 2019-06)We generalize a recent class of tests for univariate normality that are based on the empirical moment generating function ...
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Artículo
A test for Gaussianity in Hilbert spaces via theempirical characteristic functional
Henze, Norbert; Jiménez Gamero, María Dolores (Wiley, 2020-04-28)LetX1,X2,...be independent and identically distributedrandom elements taking values in a separable HilbertspaceH. With ...
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Artículo
Characterizations of multinormality and corresponding tests of fit, including for Garch models
Henze, Norbert; Jiménez Gamero, María Dolores; Meintanis, Simos G. (Cornell University, 2018-05-22)We provide novel characterizations of multivariate normality that incorporate both the characteristic function and the ...