Author

Dominic Edelmann

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Preprint Sep 2026

The Spectra of the Henze-Zirkler and Henze-Wagner Operators for BHEP Tests

The Baringhaus-Henze-Epps-Pulley (BHEP) tests for multivariate normality are affine-invariant goodness-of-fit tests based on a Gaussian-weighted $L^2$ distance between empirical and Gaussian characteristic functions. In 1990, Henze and Zirkler expressed the limiting null distribution through the eigenvalues of an integ...

B. Ebner, D. Edelmann, N. Henze et al. · 1 citation

Preprint Aug 2026

Approximating the null distribution of generalized distance covariance

The null distribution of distance covariance is usually approximated by permutation, which is prohibitive when very small p-values are needed, or by matching a few moments to a parametric family, which is inaccurate in the tails. A third option is to approximate the limiting distribution, a weighted sum of chi-square v...

D. Edelmann · 0 citations