AS 181
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Cited in
(40)- A powerful and interpretable alternative to the Jarque-Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao's score test on the APD family
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
- Variance Reduction Techniques for Digital Simulation
- Was Quetelet’s Average Man Normal?
- A cointegration analysis of crime, economic activity, and police performance in São Paulo city
- Shapiro-Francia test compared to other normality test using expected \(p\)-value
- Nonparametric statistical analysis for multiple comparison of machine learning regression algorithms
- Multivariate statistical quality control using R.
- Minimum hellinger distance estimation for normal models
- A hybrid search method for the vehicle routing problem with time windows
- AS 84
- MPCI
- mvShapiroTest
- dynlm
- ASAP3: a batch means procedure for steady-state simulation analysis
- ASAP3
- QRMlib
- fUnitRoots
- QuantPsyc
- AS 177
- mvsf
- normwn.test
- Shapiro-Wilk-type test of normality under nuisance regression and scale
- An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
- PMSE performance of two different types of preliminary test estimators under a multivariate \(t\) error term
- Robustness of the linear mixed model to misspecified error distribution
- Comparisons of various types of normality tests
- An empirical power comparison of univariate goodness-of-fit tests for normality
- Goodness-of-fit test with nuisance regression and scale
- Probabilistic-statistical programs from ``Applied Statistics
- A wavelet-based spectral procedure for steady-state simulation analysis
- A new large sample goodness of fit test for multivariate normality based on chi squared probability plots
- scientific article; zbMATH DE number 2221469 (Why is no real title available?)
- Sub-dimensional Mardia measures of multivariate skewness and kurtosis
- Applied regression modeling: A business approach.
- A power study of goodness-of-fit tests for multivariate normality implemented in R
- On tests for multivariate normality and associated simulation studies
- An empirical goodness-of-fit test for multivariate distributions
- Validation of Simulation Analysis Methods for the Schruben-Margolin Correlation-Induction Strategy
- Validation of Simulation Models via Simultaneous Confidence Intervals
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