Tests for multinormality with applications to time series

Communications in Statistics - Theory and Methods

Volumn 28, Issue 3-4, 1999, Pages 519-536

  Kariya, Takeaki ^a   Tsay, Ruey S ^b   Terui, Nobuhiko ^c   Li, Hong ^d  

^a HITOTSUBASHI UNIVERSITY   (Japan)

^b UNIVERSITY OF CHICAGO   (United States)

^c TOHOKU UNIVERSITY   (Japan)

^d Salomon Brothers Inc   (United States)

Author keywords

Bispectrum test; Gaussianity; Hermitian polynomial; Kurtosis; Skewness; Test for multivariate normality

Indexed keywords

EID: 0013025398     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929908832312     Document Type: Article

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