Comparison of tests for bivariate normality with unknown parameters by transformation to an univariate statistic
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Publication:4337146
DOI10.1080/03610929608831719zbMATH Open0875.62233OpenAlexW1996834752MaRDI QIDQ4337146FDOQ4337146
Authors: Cokki Versluis 
Publication date: 19 May 1997
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929608831719
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Cites Work
- The statistical theory of the strength of bundles of threads. I
- An analysis of variance test for normality (complete samples)
- A modified Kolmogorov-Smirnov test sensitive to tail alternatives
- An alternative to the kolmogorov-smirnov test for goodness of fit
- Title not available (Why is that?)
- Testing for bivariate normality using the empirical distribution function
Cited In (7)
- 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
- Data driven smooth tests for bivariate normality
- 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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