Assessing multivariate normality: a compendium
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- scientific article; zbMATH DE number 3850301
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Cites work
- scientific article; zbMATH DE number 3626442 (Why is no real title available?)
- scientific article; zbMATH DE number 3259552 (Why is no real title available?)
- A class of invariant procedures for assessing multivariate normality
- An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
- Asymptotic distributions for quadratic forms with applications to tests of fit
- Asymptotic results for goodness-of-fit statistics with unknown parameters
- Detection of multivariate normal outliers
- Functions of Order Statistics
- Linear Statistical Inference and its Applications
- Measures of multivariate skewness and kurtosis with applications
- On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
- On the supremum of a certain Gaussian process
- Plotting squared radii
- Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
- Testing multivariate normality
- Tests for departure from normality: Comparison of powers
- The Cramer-Smirnov Test in the Parametric Case
- Two statistics for testing for multivariate normality
- Weak convergence of the sample distribution function when parameters are estimated
Cited in
(25)- Consistency of some tests for multivariate normality
- A new goodness of fit test for multivariate normality
- Invariant tests for multivariate normality: A critical review
- Multigaussian kriging for point-support estimation: incorporating constraints on the sum of the kriging weights
- Data driven smooth tests for bivariate normality
- Testing distributional assumption of unit-Lindley regression model
- Goodness of fit in multidimensions based on nearest neighbour distances
- A correlation type procedure for assessing multivariate normality
- Testing for multivariate normality via univariate tests: A case study using lead isotope ratio data
- A class of invariant consistent tests for multivariate normality
- scientific article; zbMATH DE number 3850301 (Why is no real title available?)
- A test for multivariate structure
- Properties of two tests for outliers in multivariate data
- Assessing normality of high-dimensional data
- A multivariate Kolmogorov-Smirnov test of goodness of fit
- An Appraisal and Bibliography of Tests for Multivariate Normality
- Tests of multinormality based on location vectors and scatter matrices
- Smooth tests of goodness of fit for regular distributions
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
- An empirical goodness-of-fit test for multivariate distributions
- Families of neighbour designs and their analysis
- A New Graphical Test for Multivariate Normality
- Tests of Linearity, Multivariate Normality and the Adequacy of Linear Scores
- Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size
- A graphical method for assessing multivariate normality
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