Pages that link to "Item:Q1208649"
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The following pages link to Limit distributions for Mardia's measure of multivariate skewness (Q1208649):
Displaying 37 items.
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
- Asymptotic theory for the test for multivariate normality by Cox and Small (Q444994) (← links)
- A new test for multivariate normality (Q707395) (← links)
- Informative statistical analyses using smooth goodness of fit tests (Q715765) (← links)
- Limit distributions for measures of multivariate skewness and kurtosis based on projections (Q805098) (← links)
- On energy tests of normality (Q830702) (← links)
- A test for elliptical symmetry (Q864268) (← links)
- On Srivastava's multivariate sample skewness and kurtosis under non-normality (Q871020) (← links)
- An affine invariant multiple test procedure for assessing multivariate normality (Q901586) (← links)
- Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions (Q1359804) (← links)
- Do components of smooth tests of fit have diagnostic properties? (Q1359954) (← links)
- A new approach to the BHEP tests for multivariate normality (Q1365546) (← links)
- Extreme smoothing and testing for multivariate normality (Q1373962) (← links)
- Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely (Q1380603) (← links)
- Measuring distributional asymmetry with Wasserstein distance and Rademacher symmetrization (Q1657945) (← links)
- A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market (Q1673120) (← links)
- Shortcomings of generalized affine invariant skewness measures (Q1808833) (← links)
- Invariant tests for multivariate normality: A critical review (Q1856569) (← links)
- A treatment of multivariate skewness, kurtosis, and related statistics. (Q1867139) (← links)
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function (Q2023453) (← links)
- A new test of multivariate normality by a double estimation in a characterizing PDE (Q2036303) (← links)
- On multivariate skewness and kurtosis (Q2051011) (← links)
- Sub-dimensional Mardia measures of multivariate skewness and kurtosis (Q2079626) (← links)
- More good news on the HKM test for multivariate reflected symmetry about an unknown centre (Q2183765) (← links)
- On the asymptotic normality of test statistics using Song's kurtosis (Q2320814) (← links)
- The use of isotones for comparing tests of normality against skew normal distributions (Q2431727) (← links)
- Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← links)
- On Mardia's and Song's measures of kurtosis in elliptical distributions (Q2482132) (← links)
- A new class of multivariate distributions: scale mixture of Kotz-type distributions (Q2575553) (← links)
- The Kotz type ratio distribution (Q2892892) (← links)
- A class of invariant consistent tests for multivariate normality (Q3978078) (← links)
- Tests for multinormality with applications to time series (Q4240711) (← links)
- The Kotz-type distribution with applications (Q4454279) (← links)
- On Mardia’s kurtosis test for multivariate normality (Q4843781) (← links)
- The asymptotic behavior of a variant of multivariate kurtosis (Q4843782) (← links)
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality (Q5489319) (← links)
- Testing normality in any dimension by Fourier methods in a multivariate Stein equation (Q6059408) (← links)