Pages that link to "Item:Q4832085"

The following pages link to An Appraisal and Bibliography of Tests for Multivariate Normality (Q4832085):

Displaying 27 items.

• 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)
• Testing multivariate distributions in GARCH models (Q291099) (← links)
• A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families (Q458633) (← links)
• Tests for multivariate normality based on canonical correlations (Q520396) (← links)
• Normality test for multivariate conditional heteroskedastic dynamic regression models (Q533940) (← links)
• Two tests for multivariate normality based on the characteristic function (Q734524) (← links)
• An affine invariant multiple test procedure for assessing multivariate normality (Q901586) (← links)
• A note on Srivastava and Hui's tests of multivariate normality (Q957319) (← links)
• Multivariate discount weighted regression and local level models (Q959454) (← links)
• Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions (Q961865) (← links)
• A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality (Q961873) (← links)
• Using combinatorial optimization in model-based trimmed clustering with cardinality constraints (Q962299) (← links)
• Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
• A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market (Q1673120) (← links)
• Robust distances for outlier-free goodness-of-fit testing (Q1800105) (← links)
• Testing normality in mixed models using a transformation method (Q1935683) (← links)
• Testing normality via a distributional fixed point property in the Stein characterization (Q2177728) (← links)
• Estimations for some functions of covariance matrix in high dimension under non-normality and its applications (Q2252884) (← links)
• Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality (Q2418080) (← links)
• Trimming algorithms for clustering contaminated grouped data and their robustness (Q2442773) (← links)
• Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← links)
• Multigaussian kriging for point-support estimation: incorporating constraints on the sum of the kriging weights (Q2505937) (← links)
• Modelling neuromuscular blockade: a stochastic approach based on clinical data (Q2935069) (← links)
• New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study (Q3178640) (← links)
• Goodness-of-Fit Tests for Multivariate Distributions (Q3424161) (← links)
• Tests of Normality of Functional Data (Q6064134) (← links)