On the choice of the smoothing parameter for the BHEP goodness-of-fit test
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چکیده
منابع مشابه
On the choice of the smoothing parameter for the BHEP goodness-of-fit test
Abstract: The BHEP test for assessing univariate and multivariate normality introduced by Epps and Pulley (Biometrika 70 (1983) 723) and Baringhaus and Henze (Metrika 35 (1988) 339) has shown 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 the choice of a smoot...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2009
ISSN: 0167-9473
DOI: 10.1016/j.csda.2008.09.002