Pages that link to "Item:Q3349799"
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The following pages link to Measures of multivariate skewness and kurtosis for tests of nonnormality (Q3349799):
Displaying 6 items.
- Testing multivariate distributions in GARCH models (Q291099) (← links)
- Tests for skewness and kurtosis in the one-way error component model (Q391858) (← links)
- Estimation of finite population kurtosis under two-phase sampling for nonresponse (Q1928362) (← links)
- Using principal components to test normality of high-dimensional data (Q4976532) (← links)
- Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes (Q5036390) (← links)
- Assessing Normality of High-Dimensional Data (Q5299828) (← links)
