Tests of multinormality based on location vectors and scatter matrices (Q635897): Difference between revisions

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+Testing multivariate normality
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+Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
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+Tail areas of linear combinations of chi-squares and non-central chi-squares
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+THE RATIO OF THE MEAN DEVIATION TO THE STANDARD DEVIATION AS A TEST OF NORMALITY
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+Q4188597
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+Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely
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+A practical affine equivariant multivariate median
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+Robust Statistics
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+A class of invariant procedures for assessing multivariate normality
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+Assessing multivariate normality: a compendium
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+An alternative formulation of Neyman's smooth goodness of fit tests under composite alternatives
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+On the relation between S-estimators and M-estimators of multivariate location and covariance
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+Skewness and asymmetry: Measures and orderings
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+Measures of multivariate skewness and kurtosis with applications
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+Robust m-estimators of multivariate location and scatter
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+Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model
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+A comparative study of goodness-of-fit tests for multivariate normality
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+Radial estimates and the test for sphericity
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