Checking the adequacy of the multivariate semiparametric location shift model (Q1776869): Difference between revisions

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+Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates
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+Adaptive Smoothing and Density-Based Tests of Multivariate Normality
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+Q3690021
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+Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
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+Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
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+Extreme smoothing and testing for multivariate normality
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+A new approach to the BHEP tests for multivariate normality
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+A class of invariant consistent tests for multivariate normality
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+The empirical characteristic function and large sample hypothesis testing
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+Q3923423
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+Q3219581
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+Q4856007
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+Q3766655
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+Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
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+Testing hypotheses about covariance matrices using bootstrap methods
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