Pages that link to "Item:Q5384843"

The following pages link to CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843):

Displaying 12 items.

• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
• Testing for normality in any dimension based on a partial differential equation involving the moment generating function (Q2023453) (← links)
• A new test of multivariate normality by a double estimation in a characterizing PDE (Q2036303) (← links)
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
• Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics'' (Q2665781) (← links)
• A characterization of normality via convex likelihood ratios (Q2670763) (← links)
• A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families (Q2674489) (← links)
• Testing normality in any dimension by Fourier methods in a multivariate Stein equation (Q6059408) (← links)
• Are You All Normal? It Depends! (Q6089882) (← links)
• Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function (Q6172158) (← links)
• Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)
• Testing normality of a large number of populations (Q6494448) (← links)