Pages that link to "Item:Q5128999"

The following pages link to An empirical goodness-of-fit test for multivariate distributions (Q5128999):

Displaying 10 items.

• Robust and sparse banking network estimation (Q1754723) (← links)
• Some properties of the multivariate generalized hyperbolic laws (Q2023836) (← links)
• Multivariate goodness-of-fit tests based on Wasserstein distance (Q2044339) (← links)
• Student's-\(t\) process with spatial deformation for spatio-temporal data (Q2111313) (← links)
• The multivariate alpha skew Gaussian distribution (Q2279163) (← links)
• A new class of multivariate goodness of fit tests for multivariate normal mixtures (Q5055156) (← links)
• Estimation of stress-strength reliability for the multivariate SGPII distribution (Q5077465) (← links)
• A new goodness of fit test for multivariate normality (Q5165080) (← links)
• (Q6141214) (← links)
• Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)