Pages that link to "Item:Q707395"

The following pages link to A new test for multivariate normality (Q707395):

Displaying 29 items.

• New Goodness-of-Fit Tests for Pareto Distributions (Q3653516) (← links)
• Characteristic and Universal Tensor Product Kernels (Q4558575) (← links)
• Likelihood ratio tests for multivariate normality (Q4563505) (← links)
• Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors (Q5050404) (← links)
• A new class of multivariate goodness of fit tests for multivariate normal mixtures (Q5055156) (← links)
• Construction of multi-step forecast regions of VAR processes using ordered block bootstrap (Q5082681) (← links)
• A new large sample goodness of fit test for multivariate normality based on chi squared probability plots (Q5085959) (← links)
• An empirical goodness-of-fit test for multivariate distributions (Q5128999) (← links)
• A new goodness of fit test for multivariate normality (Q5165080) (← links)
• A power study of goodness-of-fit tests for multivariate normality implemented in R (Q5219964) (← links)
• Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions (Q5219966) (← links)
• A MATLAB package for multivariate normality test (Q5220711) (← links)
• Testing multivariate uniformity: The distance‐to‐boundary method (Q5295961) (← links)
• (Q5298783) (← links)
• Nonparametric statistical analysis for multiple comparison of machine learning regression algorithms (Q5403396) (← links)
• A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution (Q5879908) (← links)
• Piecewise approximate Bayesian computation: fast inference for discretely observed Markov models using a factorised posterior distribution (Q5962740) (← links)
• Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics'' (Q5972235) (← links)
• Testing normality in any dimension by Fourier methods in a multivariate Stein equation (Q6059408) (← links)
• Tests of Normality of Functional Data (Q6064134) (← links)
• Are You All Normal? It Depends! (Q6089882) (← links)
• Assessing exceedance of ozone standards: a space‐time downscaler for fourth highest ozone concentrations (Q6090035) (← links)
• Moments of the noncentral chi distribution (Q6112555) (← links)
• Dimension-agnostic inference using cross U-statistics (Q6178581) (← links)
• Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function (Q6179142) (← links)
• Parameter Selection in Gaussian Process Interpolation: An Empirical Study of Selection Criteria (Q6188695) (← links)
• Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures (Q6201859) (← links)
• Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models (Q6586892) (← links)
• A novel and effective method for characterizing time series correlations based on martingale difference correlation (Q6663722) (← links)