Pages that link to "Item:Q2560690"

The following pages link to The non-singularity of generalized sample covariance matrices (Q2560690):

Displaying 47 items.

• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
• Functional linear regression after spline transformation (Q425658) (← links)
• Asymptotic theory for the test for multivariate normality by Cox and Small (Q444994) (← links)
• A characterization of multivariate normality through univariate projections (Q604376) (← links)
• Two tests for multivariate normality based on the characteristic function (Q734524) (← links)
• Limit distributions for measures of multivariate skewness and kurtosis based on projections (Q805098) (← links)
• Consistency of some tests for multivariate normality (Q918087) (← links)
• A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions (Q928852) (← links)
• Multiple comparisons of several heteroscedastic multivariate populations (Q945467) (← links)
• Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions (Q1000574) (← links)
• Convergence of the sequence of parameters generated by alternating least squares algorithms (Q1010381) (← links)
• On the nonsingularity of principal submatrices of a random orthogonal matrix (Q1066542) (← links)
• A consistent test for multivariate normality based on the empirical characteristic function (Q1108716) (← links)
• Reduced-rank models for interaction in unequally replicated two-way classifications (Q1116240) (← links)
• Rank of a quadratic form in an elliptically contoured matrix random variable (Q1181091) (← links)
• Normal linear regression models with recursive graphical Markov structure (Q1268015) (← links)
• Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely (Q1380603) (← links)
• Testing for affine equivalence of elliptically symmetric distributions. (Q1421873) (← links)
• Invariant tests for symmetry about an unspecified point based on the empirical characteristic function. (Q1426348) (← 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)
• Higher order \(C(\alpha)\) tests with applications to mixture models (Q1869134) (← 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)
• 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)
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
• Sharp lower and upper bounds for the Gaussian rank of a graph (Q2350060) (← links)
• The use of isotones for comparing tests of normality against skew normal distributions (Q2431727) (← links)
• The joint distribution of Studentized residuals under elliptical distributions (Q2451629) (← links)
• The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix (Q2474512) (← links)
• Testing goodness of fit for the distribution of errors in multivariate linear models (Q2567122) (← links)
• Accurate Critical Constants for the One-Sided Approximate Likelihood Ratio Test of a Normal Mean Vector When the Covariance Matrix Is Estimated (Q3079003) (← links)
• Construction, properties and statistical applications of positive definite intraclass matrix (Q3090734) (← links)
• A class of invariant consistent tests for multivariate normality (Q3978078) (← links)
• A rank test for bivariate location and scale problem for elliptically symmetric populations^∗ (Q4337177) (← links)
• On Mardia’s kurtosis test for multivariate normality (Q4843781) (← links)
• The asymptotic behavior of a variant of multivariate kurtosis (Q4843782) (← links)
• (Q5074856) (← links)
• A powerful test for multivariate normality (Q5128583) (← links)
• Estimation of patterned covariance in the multivariate linear models: an outer product least-squares approach (Q5263987) (← links)
• CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
• A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry (Q5421533) (← links)
• Testing normality in any dimension by Fourier methods in a multivariate Stein equation (Q6059408) (← links)
• Are You All Normal? It Depends! (Q6089882) (← links)