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.
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