scientific article; zbMATH DE number 512575
From MaRDI portal
Publication:4281444
Recommendations
Cited in
(56)- Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
- Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
- A new approach to the BHEP tests for multivariate normality
- Extreme smoothing and testing for multivariate normality
- Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely
- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
- Squared skewness minus kurtosis bounded by 186/125 for unimodal distributions
- Skewness and kurtosis of multivariate Markov-switching processes
- Sharp inequalities between skewness and kurtosis
- Invariant tests for multivariate normality: A critical review
- A treatment of multivariate skewness, kurtosis, and related statistics.
- Linear transformations to symmetry
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function
- A new test of multivariate normality by a double estimation in a characterizing PDE
- Sub-dimensional Mardia measures of multivariate skewness and kurtosis
- Skewness and kurtosis analysis for non-Gaussian distributions
- Kurtosis test of modality for rotationally symmetric distributions on hyperspheres
- More good news on the HKM test for multivariate reflected symmetry about an unknown centre
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
- Some remarks on Koziol's kurtosis
- Singular value decomposition of the third multivariate moment
- Vector-valued skewness for model-based clustering
- Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases
- Finite mixtures, projection pursuit and tensor rank: a triangulation
- Fourth moments and independent component analysis
- Family of mean-mixtures of multivariate normal distributions: properties, inference and assessment of multivariate skewness
- Flexible asymmetric multivariate distributions based on two-piece univariate distributions
- A new kurtosis matrix, with statistical applications
- Measures of multivariate skewness and kurtosis for tests of nonnormality
- Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases
- A Measure of Multivariate Kurtosis with Principal Components
- Multivariate truncated moments
- A note on the fourth cumulant of a finite mixture distribution
- scientific article; zbMATH DE number 597680 (Why is no real title available?)
- Third cumulant for multivariate aggregate claim models
- On uses of mean absolute deviation: decomposition, skewness and correlation coefficients
- On a multivariate regression model for rates and proportions
- Asymptotic biases of information and cross-validation criteria under canonical parametrization
- Higher order moments of Markov switching VARMA models
- Characterizations of multinormality and corresponding tests of fit, including for GARCH models
- scientific article; zbMATH DE number 6470941 (Why is no real title available?)
- Goodness-of-fit tests for multivariate Laplace distributions
- The relationship between shape parameters and kurtosis in some relevant models
- Kurtosis removal for data pre-processing
- Multivariate zero-inflated Bell-Touchard distribution for multivariate counts: an application to COVID-related data
- Multivariate measures of skewness for the skew-normal distribution
- When to efficiently rebalance a portfolio
- Optimal portfolio projections for skew-elliptically distributed portfolio returns
- Skewness and kurtosis projection pursuit for the multivariate extended skew-normal and skew-student distributions
- Star products and dimension reduction
- Matrix reshaping for statistics
- On Srivastava's multivariate sample skewness and kurtosis under non-normality
- On relative skewness for multivariate distributions
- Multivariate skewness and kurtosis measures with an application in ICA
- Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4281444)
