A new test of multivariate normality by a double estimation in a characterizing PDE (Q2036303): Difference between revisions

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+On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests
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+The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
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+A class of consistent tests for exponentiality based on the empirical Laplace transform
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+Limit distributions for measures of multivariate skewness and kurtosis based on projections
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+Limit distributions for Mardia's measure of multivariate skewness
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+Tests of goodness of fit based on the \(L_2\)-Wasserstein distance
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+On Mardia’s kurtosis test for multivariate normality
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+Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely
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+A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
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+CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS
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+Goodness-of-fit tests for the inverse Gaussian distribution based on the empirical Laplace transform
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+Goodness-of-Fit Tests for the Gamma Distribution Based on the Empirical Laplace Transform
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+A new approach to the BHEP tests for multivariate normality
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+Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
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+Measures of multivariate skewness and kurtosis with applications
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+Tests of fit for the Rayleigh distribution based on the empirical Laplace transform
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+Testing skew normality via the moment generating function
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+Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions
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+Q4281444
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+A NEW GOODNESS OF FIT TEST FOR THE BETA DISTRIBUTION BASED ON THE EMPIRICAL LAPLACE TRANSFORM
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+An empirical power comparison of univariate goodness-of-fit tests for normality
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+A new test for multivariate normality
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+On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests
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