Tests of multinormality based on location vectors and scatter matrices
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- scientific article; zbMATH DE number 3938309
Cites work
- scientific article; zbMATH DE number 3833083 (Why is no real title available?)
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- scientific article; zbMATH DE number 3626442 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- scientific article; zbMATH DE number 3223275 (Why is no real title available?)
- A class of invariant procedures for assessing multivariate normality
- A comparative study of goodness-of-fit tests for multivariate normality
- A practical affine equivariant multivariate median
- An alternative formulation of Neyman's smooth goodness of fit tests under composite alternatives
- Assessing multivariate normality: a compendium
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model
- Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely
- Measures of multivariate skewness and kurtosis with applications
- On Mardia's tests of multinormality
- On the relation between S-estimators and M-estimators of multivariate location and covariance
- Radial estimates and the test for sphericity
- Robust Statistics
- Robust m-estimators of multivariate location and scatter
- Skewness and asymmetry: Measures and orderings
- THE RATIO OF THE MEAN DEVIATION TO THE STANDARD DEVIATION AS A TEST OF NORMALITY
- Tail areas of linear combinations of chi-squares and non-central chi-squares
- Testing multivariate normality
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- Characteristics of multivariate distributions and the invariant coordinate system
- Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
- Are You All Normal? It Depends!
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- Preserving relationships between variables with MIVQUE based imputation for missing survey data
- Asymptotics and practical aspects of testing normality with kernel methods
- Sub-dimensional Mardia measures of multivariate skewness and kurtosis
- Tests for multivariate normality based on canonical correlations
- Invariant co-ordinate selection (with discussion)
- A power study of goodness-of-fit tests for multivariate normality implemented in R
- Modelling neuromuscular blockade: a stochastic approach based on clinical data
- Testing normality in any dimension by Fourier methods in a multivariate Stein equation
- Fourth moments and independent component analysis
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
- Goodness-of-fit tests for multivariate Laplace distributions
- Asymptotic theory for the test for multivariate normality by Cox and Small
- On Mardia's tests of multinormality
- Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality
- Optimal unbiased estimation of some population central moments
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