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...

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Detalhes bibliográficos
Autor principal: Tenreiro, Carlos (author)
Formato: article
Idioma:eng
Publicado em: 2009
Assuntos:
Texto completo:http://hdl.handle.net/10316/80929
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/80929