A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Two tests for multivariate normality based on the characteristic function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A consistent test for multivariate normality based on the empirical characteristic function / rank
 
Normal rank
Property / cites work
 
Property / cites work: The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Necessary Power Divergence Type Family Tests of Multivariate Normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear processes in function spaces. Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate extension of chi-squared univariate normality test / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory for multivariate GARCH processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistency of some tests for multivariate normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: The non-singularity of generalized sample covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory for the test for multivariate normality by Cox and Small / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2839662 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On tests for multivariate normality and associated simulation studies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inconsistency of the MLE and inference based on weighted LS for LARCH models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for conditional ellipticity in multivariate GARCH models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of specification tests for GARCH models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate \(\theta\)-generalized normal distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on Srivastava and Hui's tests of multivariate normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: New tests for multivariate normality based on Small's and Srivastava's graphical methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme smoothing and testing for multivariate normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariant tests for multivariate normality: A critical review / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a test of normality based on the empirical moment generating function / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new approach to the BHEP tests for multivariate normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of invariant consistent tests for multivariate normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the empirical characteristic function process of the residuals in GARCH models and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical characteristic function tests for GARCH innovation distribution using multipliers / rank
 
Normal rank
Property / cites work
 
Property / cites work: A power study of goodness-of-fit tests for multivariate normality implemented in R / rank
 
Normal rank
Property / cites work
 
Property / cites work: A robustified Jarque-Bera test for multivariate normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Specification tests for the error distribution in GARCH models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measures of multivariate skewness and kurtosis with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4281444 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5290218 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Realistic Statistical Modelling of Financial Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3395931 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new test for multivariate normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: An affine invariant multiple test procedure for assessing multivariate normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new test for multivariate normality by combining extreme and nonextreme BHEP tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for multivariate normality based on canonical correlations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3583112 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalization of Shapiro–Wilk's Test for Multivariate Normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kurtosis tests for multivariate normality with monotone incomplete data / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Goodness of Fit Test for Normality Based on the Empirical Moment Generating Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: A powerful test for multivariate normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Properties and estimation of asymmetric exponential power distribution / rank
 
Normal rank

Revision as of 11:06, 20 July 2024

scientific article
Language Label Description Also known as
English
A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
scientific article

    Statements

    A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (English)
    0 references
    0 references
    0 references
    18 September 2019
    0 references
    moment generating function
    0 references
    goodness-of-fit test
    0 references
    multivariate normality
    0 references
    Gaussian GARCH model
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers