Asymptotic Distribution of the Hermite Normality Test

Abstract

This paper presents some asymptotical results of the Hermite Normality test previously introduced. We show that the Hermite statistic S H is distributed under the null hypothesis as a quadratic form of normal variates and under the nonnull hypothesis as normal. The special case of tests with two polynomials is studied in details. Finally, we give some… (More)

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Cite this paper

@inproceedings{Declercq2007AsymptoticDO, title={Asymptotic Distribution of the Hermite Normality Test}, author={David Declercq and Patrick Duvaut}, year={2007} }