Tests for multinormality with applications to time series (Q4240711): Difference between revisions

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+F-probability plot and its application to multivariate normality
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+Q4070128
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+A consistent test for multivariate normality based on the empirical characteristic function
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+Limit distributions for Mardia's measure of multivariate skewness
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+Adaptive Smoothing and Density-Based Tests of Multivariate Normality
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+Testing multivariate normality
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+Testing for normality in arbitrary dimension
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+Consistency of some tests for multivariate normality
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+Testing that a stationary time series is Gaussian
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+A test for normality based on the empirical characteristic function
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+A class of invariant consistent tests for multivariate normality
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+On Mardia’s kurtosis test for multivariate normality
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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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+TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
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+Q3206104
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+Measures of multivariate skewness and kurtosis with applications
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+A test of p-variate normality
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+Some p-variate adaptations of the shapiro-wilk test of normality
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+A comparative study of goodness-of-fit tests for multivariate normality
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+A TEST FOR LINEARITY OF STATIONARY TIME SERIES
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+Comparison of tests for bivariate normality with unknown parameters by transformation to an univariate statistic
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+A test for multivariate normality based on sample entropy and projection pursuit
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