On the choice of the smoothing parameter for the BHEP goodness-of-fit test

The BHEP (Baringhaus--Henze--Epps--Pulley) test for assessing univariate and multivariate normality has shown itself to be a relevant test procedure, recommended in some recent comparative studies. It is well known that the finite sample behaviour of the BHEP goodness-of-fit test strongly depends on...

Full description

Bibliographic Details
Main Author: Tenreiro, Carlos (author)
Format: article
Language:eng
Published: 2009
Subjects:
BHEP goodness-of-fit test; kernel density estimator; Bahadur efficiency; multivariate normality; Monte Carlo power comparison
Online Access:http://hdl.handle.net/10316/80929
Country:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/80929

Internet

http://hdl.handle.net/10316/80929

Similar Items