mvShapiroTest
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MvShapiroTest
Cited in
(51)- Expectile depth: theory and computation for bivariate datasets
- A flexible factor analysis based on the class of mean-mixture of normal distributions
- A necessary Bayesian nonparametric test for assessing multivariate normality
- A test based on data depth for testing location-scale of the two multivariate populations
- Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors
- A robustified Jarque-Bera test for multivariate normality
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
- A skew factor analysis model based on the normal mean-variance mixture of Birnbaum-Saunders distribution
- Modelling neuromuscular blockade: a stochastic approach based on clinical data
- On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution
- Nonparametric tests for multivariate multi-sample locations based on data depth
- Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
- AS 84
- energy
- PYGMALION
- asbio
- AS 181
- PearsonDS
- GIGrvg
- MVN
- PoweR
- QRMlib
- fgof
- QuantPsyc
- AS 177
- AnDartest
- HZmvntest
- mvsf
- normwn.test
- GoFKernel
- TMVN
- coroICA
- MonteCarlo
- expdepth
- mnt
- cntclust
- An R package for testing goodness of fit: goft
- A density based empirical likelihood approach for testing bivariate normality
- Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
- Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap
- A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families
- Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions
- Likelihood ratio tests for multivariate normality
- Sub-dimensional Mardia measures of multivariate skewness and kurtosis
- Shapiro-Wilk test for multivariate skew-normality
- A power study of goodness-of-fit tests for multivariate normality implemented in R
- Insights of global sensitivity analysis in biological models with dependent parameters
- Estimation of reliability from a bivariate log-normal data
- Goodness-of-fit tests for multivariate Laplace distributions
- Analysis of multinomial counts with joint zero-inflation, with an application to health economics
- A Matlab package for multivariate normality test
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