Pages that link to "Item:Q1856569"
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The following pages link to Invariant tests for multivariate normality: A critical review (Q1856569):
Displaying 50 items.
- A Generalization of Shapiro–Wilk's Test for Multivariate Normality (Q116799) (← links)
- Projection pursuit based tests of normality with functional data (Q135088) (← links)
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
- A goodness-of-fit test for elliptical distributions with diagnostic capabilities (Q146501) (← links)
- On Gauss-verifiability of optimal solutions in variational data assimilation problems with nonlinear dynamics (Q349731) (← links)
- Asymptotic theory for the test for multivariate normality by Cox and Small (Q444994) (← links)
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
- Kurtosis tests for multivariate normality with monotone incomplete data (Q497862) (← links)
- Tests for multivariate normality based on canonical correlations (Q520396) (← links)
- Approximations to most powerful invariant tests for multinormality against some irregular alternatives (Q619164) (← links)
- Two tests for multivariate normality based on the characteristic function (Q734524) (← links)
- On energy tests of normality (Q830702) (← links)
- An affine invariant multiple test procedure for assessing multivariate normality (Q901586) (← links)
- A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality (Q961873) (← links)
- Erratum to: ``On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests'' (Q1011551) (← links)
- A robustified Jarque-Bera test for multivariate normality (Q1668142) (← links)
- The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications (Q1680796) (← links)
- Testing normality in mixed models using a transformation method (Q1935683) (← links)
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function (Q2023453) (← links)
- New fat-tail normality test based on conditional second moments with applications to finance (Q2062369) (← links)
- On automatic kernel density estimate-based tests for goodness-of-fit (Q2084717) (← links)
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
- Testing high-dimensional mean vector with applications. A normal reference approach (Q2165834) (← links)
- On a test of normality based on the empirical moment generating function (Q2175636) (← links)
- Testing normality via a distributional fixed point property in the Stein characterization (Q2177728) (← links)
- More good news on the HKM test for multivariate reflected symmetry about an unknown centre (Q2183765) (← links)
- Univariate likelihood projections and characterizations of the multivariate normal distribution (Q2196125) (← links)
- A comment on affine invariance and ancillarity in testing multivariate normality (Q2241540) (← links)
- Estimations for some functions of covariance matrix in high dimension under non-normality and its applications (Q2252884) (← links)
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
- Some remarks on Koziol's kurtosis (Q2293396) (← links)
- Multivariate nonparametric test of independence (Q2374408) (← 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)
- Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality (Q2418080) (← 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)
- A characterization of normality via convex likelihood ratios (Q2670763) (← links)
- A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families (Q2674489) (← links)
- New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study (Q3178640) (← links)
- On describing multivariate skewed distributions: A directional approach (Q3417682) (← links)
- On a new goodness-of-fit process for families of copulas (Q3636242) (← links)
- A statistical test for the hypothesis of Gaussian random function (Q4579985) (← links)
- An Appraisal and Bibliography of Tests for Multivariate Normality (Q4832085) (← links)
- On combining the zero bias transform and the empirical characteristic function to test normality (Q5009790) (← links)
- Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size (Q5077931) (← links)
- A Q–Q plot for detecting non-multinormality based on a normal characterization and the S–W statistic (Q5079866) (← links)
- A Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normality (Q5084928) (← links)
- A new large sample goodness of fit test for multivariate normality based on chi squared probability plots (Q5085959) (← links)
