Goodness-of-fit tests for bivariate and multivariate skew-normal distributions
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Publication:3103148
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Cites work
- scientific article; zbMATH DE number 3930122 (Why is no real title available?)
- scientific article; zbMATH DE number 486467 (Why is no real title available?)
- scientific article; zbMATH DE number 2174552 (Why is no real title available?)
- scientific article; zbMATH DE number 1825523 (Why is no real title available?)
- A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function
- A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality.
- A test for the hypothesis of skew-normality in a population
- A test of separate families of distributions based on the empirical moment generating function
- Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
- Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data
- Linear mixed models with skew-elliptical distributions: a Bayesian approach
- Remarks on a Multivariate Transformation
- Skew normal measurement error models
- Statistical Applications of the Multivariate Skew Normal Distribution
- Testing for exponential and Marshall-Olkin distributions
- Testing the Fit of Gamma Distributions Using the Empirical Moment Generating Function
- The Skew-normal Distribution and Related Multivariate Families*
- The multivariate skew-normal distribution
- Using the empirical moment generating function in testing for the Weibull and the type I extreme value distributions
Cited in
(24)- The probability weighted characteristic function and goodness-of-fit testing
- An empirical likelihood ratio based goodness-of-fit test for skew normality
- Inferential procedures based on the integrated empirical characteristic function
- Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data
- On testing the skew normal hypothesis
- Characterizations of multinormality and corresponding tests of fit, including for GARCH models
- A new test of multivariate normality by a double estimation in a characterizing PDE
- scientific article; zbMATH DE number 7340865 (Why is no real title available?)
- Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
- A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
- Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
- On the canonical-based goodness-of-fit tests for multivariate skew-normality
- A test for multivariate skew-normality based on its canonical form
- Default Bayesian goodness-of-fit tests for the skew-normal model
- Testing skew normality via the moment generating function
- Goodness-of-fit test for skew normality based on energy statistics
- A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function
- Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
- Enhanced design and hardware implementation of a chaos-based block cipher for image protection
- Skew-normal generalized spatial panel data model
- Shapiro-Wilk test for multivariate skew-normality
- Goodness-of-Fit Tests for Multivariate Distributions
- GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
- A revised generalized F-test for testing the equality of group means under non-normality caused by skewness
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