MVN
From MaRDI portal
Cited in
(61)- A \(k\)-stage procedure for estimating the mean vector of a multivariate normal population
- An affine equivariant multivariate normal score transform for compositional data
- An R package for generating covariance matrices for maximum-entropy sampling from precipitation chemistry data
- Permutation based testing on covariance separability
- Outlier detection in interval data
- Geostatistical simulation of geochemical compositions in the presence of multiple geological units: application to mineral resource evaluation
- Unconstrained representation of orthogonal matrices with application to common principal components
- An optimal control chart for finite matrix sequences at some unknown change point
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function
- Tests of mutual or serial independence of random vectors with applications
- The soft Monte Carlo method
- Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions
- On hysteretic vector autoregressive model with applications
- Dimension-wise scaled normal mixtures with application to finance and biometry
- AS 84
- nortest
- LambertW
- EnvStats
- energy
- ghyp
- GSLIB
- EnviroStat
- FAwR
- Flury
- mvShapiroTest
- lawstat
- AS 181
- Cramer
- PearsonDS
- micompr
- MAINT.Data
- ContaminatedMixt
- smatr
- TNTool
- TBSIM
- mAr
- PoweR
- fgof
- MultiSkew
- QuantPsyc
- NPCovSepTest
- MESgenCov
- GoFKernel
- mtclust
- MatrixVariate.jl
- mnt
- DFA.CANCOR
- RSP
- stats4teaching
- MapeBay
- KarsTS
- gmGeostats
- ellipticalsymmetry
- Estimation after selection from bivariate normal population with application to poultry feeds data
- An R package for testing goodness of fit: goft
- Game awareness: a questionnaire
- Comparisons of classification methods for viral genomes and protein families using alignment-free vectorization
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies
- Model Checking for Hidden Markov Models
- Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals
- Multivariate goodness-of-fit tests based on Wasserstein distance
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