On energy tests of normality
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Statistical Planning and Inference"
DOI: 10.1016/j.jspi.2020.11.001
Abstract: Abstract The energy test of multivariate normality is an affine invariant test based on a characterization of equal distributions by energy distance. The test statistic is a degenerate kernel V-statistic, which asymptotically has a sampling… read more here.
Keywords: energy; test statistic; normality; energy tests ... See more keywords