Pages that link to "Item:Q3332069"
From MaRDI portal
The following pages link to Two statistics for testing for multivariate normality (Q3332069):
Displaying 16 items.
- Canonical transformations of skew-normal variates (Q619167) (← links)
- Limit distributions for measures of multivariate skewness and kurtosis based on projections (Q805098) (← links)
- A stereographic projection method for tests of equal mean direction in \(\mathbb{R}^ n\) (Q806703) (← links)
- Consistency of some tests for multivariate normality (Q918087) (← links)
- Skewness-based projection pursuit: a computational approach (Q1662118) (← links)
- Tail probabilities of the maxima of multilinear forms and their applications. (Q1848864) (← links)
- Invariant tests for multivariate normality: A critical review (Q1856569) (← links)
- A test for multivariate normality based on sample entropy and projection pursuit (Q1895367) (← links)
- Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit (Q2074341) (← links)
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection (Q2237824) (← links)
- Smooth tests of goodness of fit for regular distributions (Q3473039) (← links)
- Assessing multivariate normality: a compendium (Q3740052) (← links)
- A class of invariant consistent tests for multivariate normality (Q3978078) (← links)
- A New Graphical Test for Multivariate Normality (Q4353733) (← links)
- An Appraisal and Bibliography of Tests for Multivariate Normality (Q4832085) (← links)
- Dimension Selection for Feature Selection and Dimension Reduction with Principal and Independent Component Analysis (Q5423024) (← links)