A graphical method for assessing multivariate normality
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Publication:880901
DOI10.1007/S00180-006-0256-9zbMATH Open1114.62004OpenAlexW2100940542MaRDI QIDQ880901FDOQ880901
Authors: H. E. T. Holgersson 
Publication date: 29 May 2007
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-006-0256-9
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- Robust Tests for Heteroscedasticity Based on Regression Quantiles
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- A Characterization of the Normal Distribution
Cited In (16)
- Graphical Method to Detect Departure from Normality with Special Application to Tukey'sg andh Distributions
- A necessary Bayesian nonparametric test for assessing multivariate normality
- Effect of non-normality on test statistics for one-way independent groups designs
- Title not available (Why is that?)
- Title not available (Why is that?)
- Assessing Normality of High-Dimensional Data
- Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality
- Visual assessment of matrix‐variate normality
- A graphical tool for assessing normality
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
- An evaluation of the multivariate dispersion charts with estimated parameters under non‐normality
- Modelling escalation in crime seriousness: a latent variable approach
- Testing normality in mixed models using a transformation method
- New tests for multivariate normality based on Small's and Srivastava's graphical methods
- Title not available (Why is that?)
- A simple method for assessing bivariate normality
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