Pages that link to "Item:Q3589960"
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The following pages link to An empirical power comparison of univariate goodness-of-fit tests for normality (Q3589960):
Displayed 17 items.
- Asymptotic power of tests of normality under local alternatives (Q538134) (← links)
- A new test of multivariate normality by a double estimation in a characterizing PDE (Q2036303) (← links)
- Testing normality via a distributional fixed point property in the Stein characterization (Q2177728) (← links)
- EM-based algorithms for autoregressive models with <i>t</i>-distributed innovations (Q4563399) (← links)
- Statistical power of goodness-of-fit tests based on the empirical distribution function for type-I right-censored data (Q4913937) (← links)
- Testing normality based on new entropy estimators (Q4925446) (← links)
- Fitting polynomial trend to time series by the method of Buys-Ballot estimators (Q4975162) (← links)
- On combining the zero bias transform and the empirical characteristic function to test normality (Q5009790) (← links)
- Graphical comparison of normality tests for unimodal distribution data (Q5107315) (← links)
- On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests (Q5107422) (← links)
- A system dynamics-based simulation model of production line with cross-trained workers (Q5219978) (← links)
- Discriminating between distributions using feed-forward neural networks (Q5220750) (← links)
- Detection of non-Gaussianity (Q5222300) (← links)
- Modified entropy estimators for testing normality (Q5222357) (← links)
- A Correlation Test for Normality Based on the Lévy Characterization (Q5259164) (← links)
- Test of Normality Against Generalized Exponential Power Alternatives (Q5299067) (← links)
- Nonparametric statistical analysis for multiple comparison of machine learning regression algorithms (Q5403396) (← links)