AS 181

swMATH14187MaRDI QIDQ26093FDOQ26093

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Official website: http://www.jstor.org/stable/2347986?seq=1#page_scan_tab_contents

Cited In (31)

• A powerful and interpretable alternative to the Jarque-Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao's score test on the APD family
• Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
• Variance Reduction Techniques for Digital Simulation
• Was Quetelet’s Average Man Normal?
• A cointegration analysis of crime, economic activity, and police performance in São Paulo city
• Shapiro-Francia test compared to other normality test using expected \(p\)-value
• Nonparametric statistical analysis for multiple comparison of machine learning regression algorithms
• Minimum hellinger distance estimation for normal models
• ASAP3: a batch means procedure for steady-state simulation analysis
• Multivariate statistical quality control using R.
• A hybrid search method for the vehicle routing problem with time windows
• Shapiro-Wilk-type test of normality under nuisance regression and scale
• AS 84
• An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
• AS 177
• PMSE performance of two different types of preliminary test estimators under a multivariate \(t\) error term
• Robustness of the linear mixed model to misspecified error distribution
• Comparisons of various types of normality tests
• An empirical power comparison of univariate goodness-of-fit tests for normality
• Goodness-of-fit test with nuisance regression and scale
• Probabilistic-statistical programs from ``Applied Statistics
• Title not available (Why is that?)
• A new large sample goodness of fit test for multivariate normality based on chi squared probability plots
• A wavelet-based spectral procedure for steady-state simulation analysis
• Applied regression modeling: A business approach.
• Sub-dimensional Mardia measures of multivariate skewness and kurtosis
• A power study of goodness-of-fit tests for multivariate normality implemented in R
• On tests for multivariate normality and associated simulation studies
• An empirical goodness-of-fit test for multivariate distributions
• Validation of Simulation Models via Simultaneous Confidence Intervals
• Validation of Simulation Analysis Methods for the Schruben-Margolin Correlation-Induction Strategy

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