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Comments on: Tests for multivariate normality—a critical review with emphasis on weighted \(L^2\)-statistics

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Abstract

We discuss extension of the BHEP test to more general families of distributions.

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Authors and Affiliations

  1. Department of Economics, National and Kapodistrian University of Athens, Athens, Greece

    Simos G. Meintanis

  2. Pure and Applied Analytics, North-West University, Potchefstroom, South Africa

    Simos G. Meintanis

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  1. Simos G. Meintanis
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Correspondence to Simos G. Meintanis.

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Simos G. Meintanis: On sabbatical leave from the University of Athens.

This comment refers to the invited paper available at: https://doi.org/10.1007/s11749-020-00740-0.

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Meintanis, S.G. Comments on: Tests for multivariate normality—a critical review with emphasis on weighted \(L^2\)-statistics. TEST 29, 898–902 (2020). https://doi.org/10.1007/s11749-020-00743-x

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  • DOI: https://doi.org/10.1007/s11749-020-00743-x

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