Pages that link to "Item:Q1108716"
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The following pages link to A consistent test for multivariate normality based on the empirical characteristic function (Q1108716):
Displaying 50 items.
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
- Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
- Checking for normality in linear mixed models (Q424315) (← links)
- N-distance tests for a composite hypothesis of goodness of fit (Q619345) (← links)
- Tests for normality based on density estimators of convolutions (Q625030) (← links)
- A new test for multivariate normality (Q707395) (← links)
- Two tests for multivariate normality based on the characteristic function (Q734524) (← links)
- An approximation to the limit distribution of the Epps-Pulley test statistic for normality (Q811684) (← links)
- On energy tests of normality (Q830702) (← links)
- A test for elliptical symmetry (Q864268) (← links)
- An affine invariant multiple test procedure for assessing multivariate normality (Q901586) (← links)
- Consistency of some tests for multivariate normality (Q918087) (← links)
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test (Q961230) (← links)
- Goodness-of-fit tests based on empirical characteristic functions (Q961885) (← links)
- A homogeneity test for bivariate random variables (Q964666) (← links)
- Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics (Q1026346) (← links)
- Limiting behavior of the ICF test for normality under Gram-Charlier alternatives (Q1284064) (← links)
- A new approach to the BHEP tests for multivariate normality (Q1365546) (← links)
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function (Q1365549) (← links)
- Extreme smoothing and testing for multivariate normality (Q1373962) (← links)
- Reducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation method (Q1623676) (← links)
- Fast goodness-of-fit tests based on the characteristic function (Q1663267) (← links)
- A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market (Q1673120) (← links)
- Binned goodness-of-fit tests based on the empirical characteristic function (Q1771467) (← links)
- Shortcomings of generalized affine invariant skewness measures (Q1808833) (← links)
- Invariant tests for multivariate normality: A critical review (Q1856569) (← links)
- A homogeneity test based on empirical characteristic functions (Q1861608) (← links)
- A test for multivariate normality based on sample entropy and projection pursuit (Q1895367) (← links)
- On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data (Q1938494) (← links)
- Fixed point characterizations of continuous univariate probability distributions and their applications (Q2046475) (← links)
- New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring (Q2095713) (← links)
- Testing normality via a distributional fixed point property in the Stein characterization (Q2177728) (← links)
- The compound truncated Poisson Cauchy model: a descriptor for multimodal data (Q2178391) (← links)
- Univariate likelihood projections and characterizations of the multivariate normal distribution (Q2196125) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- An approximation to the null distribution of a class of Cramér-von Mises statistics (Q2228703) (← links)
- Approximating a class of goodness-of-fit test statistics (Q2229861) (← links)
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
- Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function (Q2374429) (← links)
- Goodness-of-fit tests based on the empirical characteristic function (Q2401232) (← links)
- Test for uniformity by empirical Fourier expansion (Q2440601) (← links)
- Some new tests for normality based on U-processes (Q2489792) (← links)
- On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
- Two-sample tests based on empirical Hankel transforms (Q2516615) (← links)
- Testing goodness of fit for the distribution of errors in multivariate linear models (Q2567122) (← links)
- A multivariate empirical characteristic function test of independence with normal marginals (Q2567124) (← links)
- Normality-based validation for crisp clustering (Q2654242) (← links)
- Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics'' (Q2665781) (← links)
- A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families (Q2674489) (← links)
- Testing for the symmetric component in skew distributions (Q2831017) (← links)
