Consistency of some tests for multivariate normality |
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Authors: | Prof Sándor Csörg? |
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Institution: | (1) Bolyai Institute, University of Szeged, Aradi vértanúk tere 1, H-6720 Szeged, Hungary |
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Abstract: | Summary We prove that the tests of Cs?rgő (1986) and of Baringhaus and Henze (1988) for multivariate normality, both based on the
empirical characteristic function, are consistent.
Work partially supported by the Hungarian National Foundation for Scientific Research, Grants No. 1808/86 and 457/88. |
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Keywords: | |
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