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Artículo
A test for Gaussianity in Hilbert spaces via theempirical characteristic functional
(Wiley, 2020-04-28)
LetX1,X2,...be independent and identically distributedrandom elements taking values in a separable HilbertspaceH. With applications for functional data in mind,Hmay be regarded as a space of square-integrable func-tions, ...
Artículo
A new class of tests for multinormality with i.i.d. and garch data based on the empirical moment generating function
(Springer, 2019-06)
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 invariant, consistent and easy-to-use ...
Artículo
Characterizations of multinormality and corresponding tests of fit, including for Garch models
(Cornell University, 2018-05-22)
We provide novel characterizations of multivariate normality that incorporate both the characteristic function and the moment generating function, and we employ these results to construct a class of affine invariant, ...