A test of p-variate normality
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(17)- A new approach to the BHEP tests for multivariate normality
- Extreme smoothing and testing for multivariate normality
- A multivariate Kolmogorov-Smirnov test of goodness of fit
- Invariant tests for multivariate normality: A critical review
- Testing multinormality based on low-dimensional projection
- Confidence interval estimation of the difference between paired AUCs based on combined biomarkers
- Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework
- A Comparison of Permutation Hotelling'sT2Test and Log-Ratio Test for Analyzing Compositional Data
- Semiparametric and parametric transformation models for comparing diagnostic markers with paired design
- Tests for multinormality with applications to time series
- On estimating a transformation correlation coefficient
- An Appraisal and Bibliography of Tests for Multivariate Normality
- Some p-variate adaptations of the shapiro-wilk test of normality
- An empirical goodness-of-fit test for multivariate distributions
- A new goodness of fit test for multivariate normality
- On tests for multivariate normality and associated simulation studies
- Visual assessment of matrix‐variate normality
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