Pages that link to "Item:Q1819499"

The following pages link to On assessing multivariate normality based on Shapiro-Wilk W statistic (Q1819499):

Displaying 26 items.

• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
• Consistency of some tests for multivariate normality (Q918087) (← links)
• A note on Srivastava and Hui's tests of multivariate normality (Q957319) (← links)
• A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality (Q961873) (← links)
• On the distributions of multivariate sample skewness (Q984633) (← links)
• Some results on lower variance bounds useful in reliability modeling and estimation (Q1029655) (← links)
• On characterizations of distributions by mean absolute deviation and variance bounds (Q1207630) (← links)
• Multivariate discrete distributions induced by an urn scheme, linear Diophantine equations, unbiased estimating, testing and applications (Q1347984) (← links)
• A robustified Jarque-Bera test for multivariate normality (Q1668142) (← links)
• Regression models with unknown singular covariance matrix (Q1855361) (← links)
• On the asymptotic normality of test statistics using Song's kurtosis (Q2320814) (← links)
• Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework (Q2320910) (← links)
• Simulation Study on Improved Shapiro–Wilk Tests for Normality (Q2876128) (← links)
• Characterization of Continuous Distributions by Variance Bound and Its Implications to Reliability Modeling and Catastrophe Theory (Q3424152) (← links)
• Goodness-of-Fit Tests for Multivariate Distributions (Q3424161) (← links)
• A Comparison of Permutation Hotelling's<i>T</i>²Test and Log-Ratio Test for Analyzing Compositional Data (Q3435990) (← links)
• Smooth tests of goodness of fit for regular distributions (Q3473039) (← links)
• An Appraisal and Bibliography of Tests for Multivariate Normality (Q4832085) (← links)
• Some p-variate adaptations of the shapiro-wilk test of normality (Q4843867) (← links)
• New tests for multivariate normality based on Small's and Srivastava's graphical methods (Q4925451) (← links)
• Using principal components to test normality of high-dimensional data (Q4976532) (← links)
• A new goodness of fit test for multivariate normality (Q5165080) (← links)
• Assessing Normality of High-Dimensional Data (Q5299828) (← links)
• A Necessary Power Divergence Type Family Tests of Multivariate Normality (Q5299961) (← links)
• On tests for multivariate normality and associated simulation studies (Q5454214) (← links)
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality (Q5489319) (← links)