scientific article; zbMATH DE number 1143935

zbMATH Open0895.62059MaRDI QIDQ4384063FDOQ4384063

Authors: Wilbert C. M. Kallenberg, Teresa Ledwina, Ewaryst Rafajłowicz 

Publication date: 20 April 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

correlationmodel selectionconsistencyMonte Carlo studyHermite polynomials

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (12)

• The simultaneous assessment of normality and homoscedasticity in linear fixed effects models
• Tests of independence of normal random variables with known and unknown variance ratio.
• A correlation test for bivariate normality
• Invariant tests for multivariate normality: A critical review
• A treatment of multivariate skewness, kurtosis, and related statistics.
• Data driven smooth tests for bivariate normality
• A Robust Generalization of the Rao Test
• Title not available (Why is that?)
• Informative statistical analyses using smooth goodness of fit tests
• A test for normality and independence based on characteristic function
• Data driven smooth test of comparison for dependent sequences
• Smooth tests of goodness of fit for the distributional assumption of regression models

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