Normality tests for dependent data: large-sample and bootstrap approaches
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- scientific article; zbMATH DE number 3907620 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 3483358 (Why is no real title available?)
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- ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
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Cited in
(5)- Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
- scientific article; zbMATH DE number 6161651 (Why is no real title available?)
- Are You All Normal? It Depends!
- Normality test in random coefficient autoregressive models
- On Misuses of the Kolmogorov–Smirnov Test for One-Sample Goodness-of-Fit
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