scientific article; zbMATH DE number 1143935

zbMATH Open0895.62059MaRDI QIDQ4384063FDOQ4384063

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

Publication date 20 April 1998

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)

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Cited in

(12)

• A Robust Generalization of the Rao Test
• Tests of independence of normal random variables with known and unknown variance ratio.
• A treatment of multivariate skewness, kurtosis, and related statistics.
• A test for normality and independence based on characteristic function
• The simultaneous assessment of normality and homoscedasticity in linear fixed effects models
• A correlation test for bivariate normality
• Smooth tests of goodness of fit for the distributional assumption of regression models
• Data driven smooth test of comparison for dependent sequences
• scientific article; zbMATH DE number 3899962 (Why is no real title available?)
• Invariant tests for multivariate normality: A critical review
• Data driven smooth tests for bivariate normality
• Informative statistical analyses using smooth goodness of fit tests

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