Are You All Normal? It Depends! (Q6089882)

scientific article; zbMATH DE number 7779060

Language	Label	Description	Also known as
English	Are You All Normal? It Depends!	scientific article; zbMATH DE number 7779060

Statements

instance of

scholarly article

0 references

title

Are You All Normal? It Depends! (English)

0 references

0 references

0 references

International Statistical Review

0 references

publication date

15 December 2023

0 references

full work available at URL

https://arxiv.org/abs/2008.10957

0 references

zbMATH Keywords

Gaussian process

0 references

Jarque-Bera test

0 references

skewness and kurtosis

0 references

spatial dependence

0 references

spatial statistics

0 references

test for multivariate normality

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

A power comparison of various normality tests

0 references

Two tests for multivariate normality based on the characteristic function

0 references

A consistent test for multivariate normality based on the empirical characteristic function

0 references

A Necessary Power Divergence Type Family Tests of Multivariate Normality

0 references

Q4322338

0 references

Q3259351

0 references

Q4066363

0 references

NON-NORMALITY AND TESTS ON VARIANCES

0 references

Multivariate extension of chi-squared univariate normality test

0 references

Q3687500

0 references

Consistency of some tests for multivariate normality

0 references

Q3730807

0 references

A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families

0 references

The non-singularity of generalized sample covariance matrices

0 references

Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics

0 references

Q2839662

0 references

Limiting behavior of the ICF test for normality under Gram-Charlier alternatives

0 references

A test for normality based on the empirical characteristic function

0 references

Comprehensive study of tests for normality and symmetry: extending the Spiegelhalter test

0 references

On tests for multivariate normality and associated simulation studies

0 references

A formal test for nonstationarity of spatial stochastic processes

0 references

TESTING FOR NORMALITY

0 references

Handbook of Spatial Statistics

0 references

Cross-covariance functions for multivariate geostatistics

0 references

Matérn Cross-Covariance Functions for Multivariate Random Fields

0 references

A Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normality

0 references

New tests for multivariate normality based on Small's and Srivastava's graphical methods

0 references

A case study competition among methods for analyzing large spatial data

0 references

An approximation to the limit distribution of the Epps-Pulley test statistic for normality

0 references

Extreme smoothing and testing for multivariate normality

0 references

Invariant tests for multivariate normality: A critical review

0 references

A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function

0 references

CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS

0 references

A new approach to the BHEP tests for multivariate normality

0 references

A class of invariant consistent tests for multivariate normality

0 references

Testing normality of data on a multivariate grid

0 references

The Generalization of Student's Ratio

0 references

Competition on spatial statistics for large datasets

0 references

Spatial designs and properties of spatial correlation: effects on covariance estimation

0 references

Stringency-based ranking of normality tests

0 references

On a measure of multivariate skewness and a test for multivariate normality

0 references

A power study of goodness-of-fit tests for multivariate normality implemented in R

0 references

Sinh-arcsinh distributions

0 references

Q3145548

0 references

Tests of multinormality based on location vectors and scatter matrices

0 references

A robustified Jarque-Bera test for multivariate normality

0 references

Likelihood ratio tests for multivariate normality

0 references

Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework

0 references

Q3184297

0 references

The Performance of Some Rough Tests for Bivariate Normality before and after Coordinate Transformations to Normality

0 references

An alternative formulation of Neyman's smooth goodness of fit tests under composite alternatives

0 references

Q4131338

0 references

Q5312885

0 references

A new large sample goodness of fit test for multivariate normality based on chi squared probability plots

0 references

Approximations to most powerful invariant tests for multinormality against some irregular alternatives

0 references

Measures of multivariate skewness and kurtosis with applications

0 references

Q4114625

0 references

Q3920454

0 references

Rao score tests for goodness of fit and independence

0 references

A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality

0 references

Chi-square tests for multivariate normality with application to common stock prices

0 references

Q4298743

0 references

Monte Carlo comparison of seven normality tests

0 references

Kolmogorov-Smirnov test for spatially correlated data

0 references

Normality tests for spatially correlated data

0 references

Tests for departure from normality: Comparison of powers

0 references

Q5768200

0 references

Normality tests for dependent data: large-sample and bootstrap approaches

0 references

Q5290218

0 references

An empirical power comparison of univariate goodness-of-fit tests for normality

0 references

A comparative study of goodness-of-fit tests for multivariate normality

0 references

Graphical comparison of normality tests for unimodal distribution data

0 references

Statistical Methods for Spatial Data Analysis

0 references

Bayesian Inference for Non-Stationary Spatial Covariance Structure via Spatial Deformations

0 references

Q5327025

0 references

Plotting squared radii

0 references

On the Robustness of some Tests of Significance in Sampling from a Compound Normal Population

0 references

A new test for multivariate normality

0 references

An affine invariant multiple test procedure for assessing multivariate normality

0 references

A new test for multivariate normality by combining extreme and nonextreme BHEP tests

0 references

Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison

0 references

Q4427515

0 references

Tests for multivariate normality based on canonical correlations

0 references

Q5600636

0 references

A Generalization of Shapiro–Wilk's Test for Multivariate Normality

0 references

New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study

0 references

Kurtosis tests for multivariate normality with monotone incomplete data

0 references

Multivariate transformed Gaussian processes

0 references

Comparisons of various types of normality tests

0 references

A comparison of various tests of normality

0 references

A powerful test for multivariate normality

0 references

Identifiers

0 references

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6089882