BHEP Class of Tests for Multivariate Normality: An Empirical Comparison
Mbanefo S. Madukaife · Asian Journal of Probability and Statistics · 2021
This paper compares the empirical power performances of eight tests for multivariate normality classified under Baringhaus-Henze-Epps-Pulley (BHEP) class of tests. The tests are compared under eight different alternative distributions. The result shows that the eight statistics h...