Pages that link to "Item:Q3756334"
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The following pages link to Some empirical distribution function tests for multivariate normality (Q3756334):
Displaying 12 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)
- Conformal normal curvature and detection of masked observations in multivariate null intercept measurement error models (Q6579830) (← links)
- Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule (Q6667485) (← links)
