Geometric aspects of robust testing for normality and sphericity
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Cites work
- A robust modification of the Jarque-Bera test of normality
- A Robust Version of the Probability Ratio Test
- A simple test for normality against asymmetric alternatives
- Assessing when a sample is mostly normal
- Continuous \(l_{n,p}\)-symmetric distributions
- Descriptive statistics for nonparametric models. II: Location
- Generalized spherical and simplicial coordinates
- Geometric disintegration and star-shaped distributions
- Goodness-of-fit tests based on a robust measure of skewness
- scientific article; zbMATH DE number 1131925 (Why is no real title available?)
- scientific article; zbMATH DE number 1529623 (Why is no real title available?)
- Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
- Laplace-Gauß integrals, Gaussian measure asymptotic behaviour and probabilities of moderate deviations
- Linear combinations, products and ratios of simplicial or spherical variates
- Multivariate Procedures Invariant Under Linear Transformations
- On \(l_{2, p}\) -circle numbers
- On the \(\pi \)-function for nonconvex \(l_{2,p}\)-circle discs
- On the correct use of omnibus tests for normality
- Permanents, order statistics, outliers, and robustness
- Probabilities and Large Quantiles of Noncentral Generalized Chi-Square Distributions
- Reverse triangle inequality. Antinorms and semi-antinorms
- Robust directed tests of normality against heavy-tailed alternatives
- Robust Estimation of a Location Parameter
- Robust Statistics
- Robust Statistics
- Small sample robust testing for normality against Pareto tails
- Testing normality in the presence of outliers
- The asymptotic distribution of the trimmed mean
- The most powerful scale and location invariant test of the normal versus the double exponential
- THE RATIO OF THE MEAN DEVIATION TO THE STANDARD DEVIATION AS A TEST OF NORMALITY
Cited in
(7)- An efficient genomic signature ranking method for genomic island prediction from a single genome
- Time evolutions of copulas and foreign exchange markets
- Data reconciliation of nonnormal observations with nonlinear constraints
- On improved volatility modelling by fitting skewness in ARCH models
- Penalized power properties of the normality tests in the presence of outliers
- On testing the changes in trends of stock market index and rates
- Ad-p lot and Ud-plot for determining distributional characteristics and normality
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