Abstract
Rejoinder on: Tests for multivariate normality\u2014a critical review with emphasis on weighted L^2-statistics
Highlights
Professor Meintanis draws attention to the issue of computation time, which is becoming more and more important in view of nearly ubiquitously present highdimensional data
In order to obtain a representation of a weighted L2-statistic that is free of integrals, when testing the goodness of fit of an α-stable distribution, the weight function should be a suitable spherical Kotz-type density
Professor Richards raises a variety of intriguing research questions
Summary
Professor Meintanis draws attention to the issue of computation time, which is becoming more and more important in view of nearly ubiquitously present highdimensional data. In order to obtain a representation of a weighted L2-statistic that is free of integrals, when testing the goodness of fit of an α-stable distribution, the weight function should be a suitable spherical Kotz-type density.
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