The following pages link to (Q4427515):
Displaying 50 items.
- Estimating Box-Cox power transformation parameter via goodness-of-fit tests (Q59066) (← links)
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
- Testing the Rasch model with the conditional likelihood ratio test: sample size requirements and bootstrap algorithms (Q268387) (← links)
- Multiplicative random walk Metropolis-Hastings on the real line (Q356503) (← links)
- Mathematical programming models for determining the optimal location of beehives (Q458717) (← links)
- Automatic detection of discordant outliers via the Ueda's method (Q499800) (← links)
- Leveraging belief propagation, backtrack search, and statistics for model counting (Q545553) (← links)
- A characterization of multivariate normality through univariate projections (Q604376) (← links)
- Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation (Q652384) (← links)
- Two tests for multivariate normality based on the characteristic function (Q734524) (← links)
- New robust confidence intervals for the mean under dependence (Q826963) (← links)
- A new powerful version of the BUS test of normality (Q893019) (← links)
- Tests for normal mixtures based on the empirical characteristic function (Q957196) (← links)
- The distribution of Pearson residuals in generalized linear models (Q961798) (← links)
- A power comparison and simulation study of goodness-of-fit tests (Q1004854) (← links)
- A novel method for testing normality in a mixed model of a nested classification (Q1010457) (← links)
- Testing normality in the presence of outliers (Q1019490) (← links)
- A goodness-of-fit test for normality based on polynomial regression (Q1023550) (← links)
- Structural damage identification using response surface-based multi-objective optimization: a comparative study (Q1637868) (← links)
- A robustified Jarque-Bera test for multivariate normality (Q1668142) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- More on the correct use of omnibus tests for normality (Q1929050) (← links)
- Asymptotic independence of correlation coefficients with application to testing hypothesis of independence (Q1952189) (← links)
- New fat-tail normality test based on conditional second moments with applications to finance (Q2062369) (← links)
- Multivariate normality test based on kurtosis with two-step monotone missing data (Q2062776) (← links)
- A user study on hybrid graph visualizations (Q2151426) (← links)
- On a test of normality based on the empirical moment generating function (Q2175636) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- An approximation to the null distribution of a class of Cramér-von Mises statistics (Q2228703) (← links)
- Data transformations and goodness-of-fit tests for type-II right censored samples (Q2256601) (← links)
- On a general class of probability distributions and its applications (Q2259216) (← links)
- Locally most powerful test for the random coefficient autoregressive model (Q2298686) (← links)
- Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← links)
- A new procedure for testing normality based on the \(L_2\) Wasserstein distance (Q2439889) (← links)
- Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779) (← links)
- Some new tests for normality based on U-processes (Q2489792) (← links)
- Specification tests for the response distribution in generalized linear models (Q2512786) (← links)
- An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives (Q2662189) (← links)
- Testing Normality Using Transformed Data (Q2865255) (← links)
- A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY (Q2976208) (← links)
- A generalized statistical model for the size distribution of wealth (Q3301310) (← links)
- Autoregressive models with short-tailed symmetric distributions (Q3632817) (← links)
- An algorithm for estimating Box–Cox transformation parameter in ANOVA (Q4638833) (← links)
- An R package for testing goodness of fit: goft (Q4960571) (← links)
- An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
- Jackknife empirical likelihood test for testing one-sided Lévy distribution (Q5037102) (← links)
- Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size (Q5077931) (← links)
- Mosaic normality test (Q5079157) (← links)
- A Q–Q plot for detecting non-multinormality based on a normal characterization and the S–W statistic (Q5079866) (← links)
- A new empirical likelihood ratio goodness of fit test for normality based on moment constraints (Q5082629) (← links)
