Epps, T. W. - In: Statistics & Probability Letters 42 (1999) 2, pp. 175-184
The integrated characteristic function (ICF) test, introduced by Epps and Pulley (1983, Biometrika 70, 723-726) and Baringhaus and Henze (1988, Metrika 35, 339-348), has become recognized as a powerful omnibus test for univariate and multivariate normality. Although the test statistic is of...