scientific article; zbMATH DE number 4163937
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Publication:3490784
bivariate resultscharacteristic functioncomposite hypothesisCramér-von Mises test for Gaussianitydeparture from Gaussianitymaximum likelihood estimates of the mean vectormaximum of the sum of squared discrepanciesone-tailed testpower studyproceduresspherical Gaussian variatestransformed empirical distributiontwo stage procedurevariance-covariance matrix
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Cited in
(5)- Some empirical distribution function tests for multivariate normality
- scientific article; zbMATH DE number 2148832 (Why is no real title available?)
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