Pages that link to "Item:Q5288910"
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The following pages link to Adaptive Smoothing and Density-Based Tests of Multivariate Normality (Q5288910):
Displayed 38 items.
- 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 study of the quantile correlation test for normality (Q619089) (← links)
- A new test for multivariate normality (Q707395) (← links)
- On energy tests of normality (Q830702) (← links)
- An affine invariant multiple test procedure for assessing multivariate normality (Q901586) (← links)
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test (Q961230) (← links)
- Data driven smooth tests for bivariate normality (Q1283846) (← links)
- A new approach to the BHEP tests for multivariate normality (Q1365546) (← links)
- Extreme smoothing and testing for multivariate normality (Q1373962) (← links)
- An assessment of finite sample performance of adaptive methods in density estimation (Q1606486) (← links)
- Checking the adequacy of the multivariate semiparametric location shift model (Q1776869) (← links)
- Invariant tests for multivariate normality: A critical review (Q1856569) (← links)
- Statistical estimation of a mixture of Gaussian distributions (Q1897261) (← links)
- Smoothing categorical data (Q1901752) (← links)
- Projection pursuit via white noise matrices (Q1936426) (← links)
- Testing multinormality based on low-dimensional projection (Q1973320) (← links)
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function (Q2023453) (← links)
- On automatic kernel density estimate-based tests for goodness-of-fit (Q2084717) (← links)
- More good news on the HKM test for multivariate reflected symmetry about an unknown centre (Q2183765) (← links)
- Asymptotics and practical aspects of testing normality with kernel methods (Q2201553) (← links)
- Local angles and dimension estimation from data on manifolds (Q2274942) (← links)
- On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests (Q2433820) (← links)
- Normality-based validation for crisp clustering (Q2654242) (← links)
- Tests for multinormality with applications to time series (Q4240711) (← links)
- Improvements in the power of empirical stochastic dominance comparisons through kernel density estimation: a monte carlo study (Q4253288) (← links)
- Critical values and powers for tests of uniformity of directions under multivariate normality (Q4337082) (← links)
- Data driven smooth tests for composite hypotheses comparison of powers (Q4365859) (← links)
- An Appraisal and Bibliography of Tests for Multivariate Normality (Q4832085) (← links)
- (Q5148948) (← links)
- Distance Metrics for Measuring Joint Dependence with Application to Causal Inference (Q5208070) (← links)
- Covariate Information Matrix for Sufficient Dimension Reduction (Q5208079) (← links)
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality (Q5489319) (← links)
- New test for the multivariate two-sample problem based on the concept of minimum energy (Q5489320) (← links)
- Spherical harmonics in quadratic forms for testing multivariate normality (Q5952296) (← links)
- Infill asymptotics for adaptive kernel estimators of spatial intensity (Q6051622) (← links)
- Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's method (Q6058530) (← links)
- Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions (Q6197123) (← links)