Pages that link to "Item:Q3756334"
From MaRDI portal
The following pages link to Some empirical distribution function tests for multivariate normality (Q3756334):
Displaying 10 items.
- Consistency of some tests for multivariate normality (Q918087) (← links)
- A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic (Q1370188) (← links)
- Extreme smoothing and testing for multivariate normality (Q1373962) (← links)
- Invariant tests for multivariate normality: A critical review (Q1856569) (← links)
- Student's-\(t\) process with spatial deformation for spatio-temporal data (Q2111313) (← links)
- A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic (Q3135666) (← links)
- A class of invariant consistent tests for multivariate normality (Q3978078) (← links)
- Likelihood ratio tests for multivariate normality (Q4563505) (← links)
- An Appraisal and Bibliography of Tests for Multivariate Normality (Q4832085) (← links)
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality (Q5489319) (← links)
