Comparison of tests for bivariate normality with unknown parameters by transformation to an univariate statistic
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Cites work
- A modified Kolmogorov-Smirnov test sensitive to tail alternatives
- An alternative to the kolmogorov-smirnov test for goodness of fit
- An analysis of variance test for normality (complete samples)
- scientific article; zbMATH DE number 3770836 (Why is no real title available?)
- Testing for bivariate normality using the empirical distribution function
- The statistical theory of the strength of bundles of threads. I
Cited in
(7)- Data driven smooth tests for bivariate normality
- A new approach to the BHEP tests for multivariate normality
- Extreme smoothing and testing for multivariate normality
- Invariant tests for multivariate normality: A critical review
- On the power of the extreme spread
- Tests for multinormality with applications to time series
- An Appraisal and Bibliography of Tests for Multivariate Normality
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