Computer code for goodness-of-fit tests for bivariate and multivariate skew-normal distributions

Abstract

Computer code (R and C) for the test statistic proposed in [Meintanis and Hlávka (2010): Goodness-of-fit tests for bivariate and multivariate skew-normal distributions, Scandinavian Journal of Statistics 37(4): 701-714].

Keywords

• Skew-normal distribution
• goodness-of-fit