Pages that link to "Item:Q5489319"

The following pages link to A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality (Q5489319):

Displaying 24 items.

• A Generalization of Shapiro–Wilk's Test for Multivariate Normality (Q116799) (← links)
• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
• Tests for multivariate normality based on canonical correlations (Q520396) (← links)
• A new functional statistic for multivariate normality (Q637983) (← 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)
• A robustified Jarque-Bera test for multivariate normality (Q1668142) (← links)
• A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market (Q1673120) (← links)
• Testing for normality in any dimension based on a partial differential equation involving the moment generating function (Q2023453) (← links)
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
• Multivariate nonparametric test of independence (Q2374408) (← links)
• Simulation Study on Improved Shapiro–Wilk Tests for Normality (Q2876128) (← links)
• New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study (Q3178640) (← links)
• A tool for systematically comparing the power of tests for normality (Q3527727) (← links)
• Likelihood ratio tests for multivariate normality (Q4563505) (← links)
• New tests for multivariate normality based on Small's and Srivastava's graphical methods (Q4925451) (← links)
• A powerful affine invariant test for multivariate normality based on interpoint distances of principal components (Q5084915) (← links)
• A Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normality (Q5084928) (← links)
• A power study of goodness-of-fit tests for multivariate normality implemented in R (Q5219964) (← links)
• A MATLAB package for multivariate normality test (Q5220711) (← links)
• A Necessary Power Divergence Type Family Tests of Multivariate Normality (Q5299961) (← links)
• On tests for multivariate normality and associated simulation studies (Q5454214) (← links)
• The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution (Q5963704) (← links)
• Are You All Normal? It Depends! (Q6089882) (← links)