Skip to content
Research Article Open access CC BY 4.0

BHEP Class of Tests for Multivariate Normality: An Empirical Comparison

Mbanefo S. Madukaife

Asian Journal of Probability and Statistics · pp. 185–195 · Published 15 Dec 2021

10.9734/ajpas/2021/v15i430373

Abstract

This paper compares the empirical power performances of eight tests for multivariate normality classified under Baringhaus-Henze-Epps-Pulley (BHEP) class of tests. The tests are compared under eight different alternative distributions. The result shows that the eight statistics have good control over type-I-error. Also, some tests are more sensitive to distributional differences with respect to their power performances than others. Also, some tests are generally more powerful than others. The generally most powerful ones are therefore recommended.

Baringhaus-Henze-Epps-Pulley (BHEP) empirical characteristic function empirical moment generating function multivariate normality power performance.

Cited by 2

A test for normality and independence based on characteristic function

Wiktor Ejsmont, Bojana Milošević, Marko Obradović · Statistical Papers · 2022

Showing 1 of 2 known citations — external sources report more than can currently be individually listed.

Related research

Article metrics

Real usage data collected on this platform.

28

Page views

0

PDF downloads

8

Outbound clicks

2

Citations

Views over time

Views by country

Approximate, from request IP at view time — not citizenship or institution. Countries with fewer than 5 views are grouped as "Other".

Traffic sources

Referring site, by host.

Views and downloads exclude known bots/crawlers. Citations combines this platform's own DOI-resolved index with each external source's own reported total — see Cited by above for individually listed citing works. Last refreshed 0 seconds ago.