Pages that link to "Item:Q1391609"
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The following pages link to On the correct use of omnibus tests for normality (Q1391609):
Displayed 17 items.
- Multiplicative parameters and estimators: applications in economics and finance (Q271948) (← links)
- Asymptotic power of tests of normality under local alternatives (Q538134) (← links)
- A new powerful version of the BUS test of normality (Q893019) (← links)
- A robustified Jarque-Bera test for multivariate normality (Q1668142) (← links)
- More on the correct use of omnibus tests for normality (Q1929050) (← links)
- A robust modification of the Jarque-Bera test of normality (Q1934702) (← links)
- A simple and efficient test for Zipf's law (Q1978519) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- Model-based fuzzy time series clustering of conditional higher moments (Q2237183) (← links)
- Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework (Q2320910) (← links)
- Improved omnibus test statistic for normality (Q2512789) (← links)
- MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION (Q2909514) (← links)
- Geometric aspects of robust testing for normality and sphericity (Q2986701) (← links)
- An empirical power comparison of univariate goodness-of-fit tests for normality (Q3589960) (← links)
- Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison (Q3592662) (← links)
- Small Sample Robust Testing for Normality against Pareto Tails (Q4905913) (← links)
- Graphical comparison of normality tests for unimodal distribution data (Q5107315) (← links)