MEINTANIS, SIMOS G.; ZDEN; Ecaron; HLÁVKA, K - In: Scandinavian Journal of Statistics 37 (2010) 4, pp. 701-714
Goodness-of-fit tests are proposed for the skew-normal law in arbitrary dimension. In the bivariate case the proposed tests utilize the fact that the moment-generating function of the skew-normal variable is quite simple and satisfies a partial differential equation of the first order. This...