The following pages link to (Q4747371):
Displayed 21 items.
- Regularized parameter estimation of high dimensional distribution (Q1015875) (← links)
- Should normality be a normal assumption? (Q1316986) (← links)
- Independence characterizations and testing normality against restricted skewness-kurtosis alternatives (Q1611798) (← links)
- A test of normality with high uniform power. (Q1614832) (← links)
- A robustified Jarque-Bera test for multivariate normality (Q1668142) (← links)
- Shape mixtures of skew-\(t\)-normal distributions: characterizations and estimation (Q1729348) (← links)
- More on the correct use of omnibus tests for normality (Q1929050) (← links)
- Canonical correlation analysis for elliptical copulas (Q2022547) (← links)
- Functional delta residuals and applications to simultaneous confidence bands of moment based statistics (Q2079624) (← links)
- RCV-based error density estimation in the ultrahigh dimensional additive model (Q2133638) (← links)
- Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
- Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects (Q2227069) (← links)
- Exploiting ergodicity in forecasts of corporate profitability (Q2291809) (← links)
- Improved omnibus test statistic for normality (Q2512789) (← links)
- The generalized Gudermannian distribution: inference and volatility modelling (Q4632277) (← links)
- Bayesian growth curve models with the generalized error distribution (Q5129071) (← links)
- A MATLAB package for multivariate normality test (Q5220711) (← links)
- Nonparametric statistical analysis for multiple comparison of machine learning regression algorithms (Q5403396) (← links)
- Value-at-risk estimation with new skew extension of generalized normal distribution (Q5866105) (← links)
- The dynamic volatility connectedness of major environmental, social, and governance (ESG) stock indices: evidence based on DCC-GARCH model (Q6054315) (← links)
- Associate an optimal normal distribution with a finite numerical discrete data set via extended spline functions (Q6107525) (← links)