Assessing normality of high-dimensional data
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- scientific article; zbMATH DE number 3976113
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Cites work
- A Characterization of the Normal Distribution
- A graphical method for assessing multivariate normality
- Measures of multivariate skewness and kurtosis for tests of nonnormality
- Measures of multivariate skewness and kurtosis with applications
- Multiparametric statistics
- On assessing multivariate normality based on Shapiro-Wilk W statistic
- SOME ASPECTS OF NON-NORMALITY TESTS IN SYSTEMS OF REGRESSION EQUATIONS
- Testing multivariate symmetry
- The empirical characteristic function and its applications
Cited in
(5)- A risk perspective of estimating portfolio weights of the global minimum-variance portfolio
- Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality
- Using principal components to test normality of high-dimensional data
- A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach
- Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions
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