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Consistency of some tests for multivariate normality
Authors:Prof. Sándor Csörgő
Affiliation:(1) Bolyai Institute, University of Szeged, Aradi vértanúk tere 1, H-6720 Szeged, Hungary
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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