Pages that link to "Item:Q3918910"

The following pages link to A New Test for Multivariate Normality and Homoscedasticity (Q3918910):

Displaying 20 items.

• Tests of homoscedasticity, normality, and missing completely at random for incomplete multivariate data (Q615670) (← links)
• Testing multivariate normality in incomplete data of small sample size (Q707404) (← links)
• Assessing the pattern of covariance matrices via an augmentation multiple testing procedure (Q719007) (← links)
• Missing data mechanisms and homogeneity of means and variances-covariances (Q725294) (← links)
• A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic (Q1370188) (← links)
• Goodness-of-fit analysis for multivariate normality based on generalized quantiles. (Q1606460) (← links)
• Testing multinormality based on low-dimensional projection (Q1973320) (← links)
• Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
• A MANOVA test for multivariate lognormal observations with a spike at zero, with application to ecological niches of South Africa (Q2802555) (← links)
• A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic (Q3135666) (← links)
• Some empirical distribution function tests for multivariate normality (Q3756334) (← links)
• A statistical method for the serial comparison of vector cardiograms (Q4337242) (← links)
• An Appraisal and Bibliography of Tests for Multivariate Normality (Q4832085) (← links)
• A simulation study of imputation techniques in linear quadratic and kernel discriminant analyses (Q4864200) (← links)
• A density based empirical likelihood approach for testing bivariate normality (Q4960703) (← links)
• A powerful affine invariant test for multivariate normality based on interpoint distances of principal components (Q5084915) (← links)
• Data-driven sensitivity analysis to detect missing data mechanism with applications to structural equation modelling (Q5218870) (← links)
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality (Q5489319) (← links)
• Testing of two-dimensional Gaussian processes by sample cross-covariance function (Q6550005) (← links)
• Examining missing data mechanisms via homogeneity of parameters, homogeneity of distributions, and multivariate normality (Q6604384) (← links)