Journal of Multivariate Analysis
A new approach to the BHEP tests for multivariate normality
Journal of Multivariate Analysis
Testing for spherical symmetry of a multivariate distribution
Journal of Multivariate Analysis
Permutation tests for reflected symmetry
Journal of Multivariate Analysis
Fourier methods for testing multivariate independence
Computational Statistics & Data Analysis
Goodness-of-fit tests based on empirical characteristic functions
Computational Statistics & Data Analysis
The 3D Moore-Rayleigh Test for the Quantitative Groupwise Comparison of MR Brain Images
IPMI '09 Proceedings of the 21st International Conference on Information Processing in Medical Imaging
Essential statistics and tools for complex random variables
IEEE Transactions on Signal Processing
Characteristic function-based hypothesis tests under weak dependence
Journal of Multivariate Analysis
Specification tests for the error distribution in GARCH models
Computational Statistics & Data Analysis
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This paper considers a flexible class of omnibus affine invariant tests for the hypothesis that a multivariate distribution is symmetric about an unspecified point. The test statistics are weighted integrals involving the imaginary part of the empirical characteristic function of suitably standardized given data, and they have an alternative representation in terms of an L2-distance of nonparametric kernel density estimators. Moreover, there is a connection with two measures of multivariate skewness. The tests are performed via a permutational procedure that conditions on the data.