A new approach to the BHEP tests for multivariate normality

Invariant tests for symmetry about an unspecified point based on the empirical characteristic function

Journal of Multivariate Analysis

Testing for affine equivalence of elliptically symmetric distributions

Journal of Multivariate Analysis

Checking the adequacy of the multivariate semiparametric location shift model

Journal of Multivariate Analysis

A new test for multivariate normality

Journal of Multivariate Analysis

Testing multivariate normality in incomplete data of small sample size

Journal of Multivariate Analysis

Testing goodness of fit for the distribution of errors in multivariate linear models

Journal of Multivariate Analysis

A multivariate empirical characteristic function test of independence with normal marginals

Journal of Multivariate Analysis

A test for elliptical symmetry

Journal of Multivariate Analysis

On the choice of the smoothing parameter for the BHEP goodness-of-fit test

Computational Statistics & Data Analysis

Consistency of general bootstrap methods for degenerate U-type and V-type statistics

Journal of Multivariate Analysis

Goodness-of-fit tests based on empirical characteristic functions

Computational Statistics & Data Analysis

Normality-based validation for crisp clustering

Pattern Recognition

Empirical Hankel transforms and its applications to goodness-of-fit tests

Journal of Multivariate Analysis

An affine invariant multiple test procedure for assessing multivariate normality

Computational Statistics & Data Analysis

Specification tests for the error distribution in GARCH models

Computational Statistics & Data Analysis

Goodness-of-fit tests for multivariate Laplace distributions

Mathematical and Computer Modelling: An International Journal