DEHU {mnt}

Statistic of the DEH test based on a double estimation in PDE

Description

Computes the test statistic of the DEH based on a double estimation in PDE test.

Usage

DEHU(data, a)

Arguments

data

a (d,n) numeric matrix containing the data.

a

positive numeric number (tuning parameter).

Details

This functions evaluates the teststatistic with the given data and the specified tuning parameter a. Each row of the data Matrix contains one of the n (multivariate) sample with dimension d. To ensure that the computation works properly n \ge d+1 is needed. If that is not the case the test returns an error.

Value

The value of the test statistic.

References

Dörr, P., Ebner, B., Henze, N. (2019) "A new test of multivariate normality by a double estimation in a characterizing PDE" arXiv:1911.10955