Multivariate normality test based on kurtosis with two-step monotone missing data (Q2062776): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2021.104824
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+W3196780911
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+Maximum-likelihood estimation of the parameters of a multivariate normal distribution
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+Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis
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+On tests for multivariate normality and associated simulation studies
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+A Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normality
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+Inferences on a normal covariance matrix and generalized variance with monotone missing data
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+On Mardia’s kurtosis test for multivariate normality
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+A class of invariant consistent tests for multivariate normality
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+Maximum likelihood estimation for multivariate normal distribution with monotone sample
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+Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data
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+Bias correction for<i>T</i><sup>2</sup>type statistic with two-step monotone missing data
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+On the asymptotic distribution of \(T^2\)-type statistic with two-step monotone missing data
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+Multivariate skewness and kurtosis measures with an application in ICA
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+Measures of multivariate skewness and kurtosis with applications
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+On multivariate skewness and kurtosis
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+Q3716064
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+Q4427515
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+Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample
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+Improved simplified <i>T</i><sup>2</sup> test statistics for a mean vector with monotone missing data
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+Kurtosis tests for multivariate normality with monotone incomplete data
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+A powerful test for multivariate normality
@@ Property / cites work: A powerful test for multivariate normality / rank @@
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+Publication:2062776