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


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

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Correspondence to Simos G. Meintanis.

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

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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).

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  • Characteristic function
  • Goodness-of-fit test
  • Alpha-stable distribution
  • Kotz-type distribution

Mathematics Subject Classification

  • Primary 62H15
  • Secondary 62G20