Pages that link to "Item:Q3978078"
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The following pages link to A class of invariant consistent tests for multivariate normality (Q3978078):
Displaying 50 items.
- A Generalization of Shapiro–Wilk's Test for Multivariate Normality (Q116799) (← links)
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
- A goodness-of-fit test for elliptical distributions with diagnostic capabilities (Q146501) (← links)
- Testing multivariate distributions in GARCH models (Q291099) (← links)
- Energy statistics: a class of statistics based on distances (Q389244) (← links)
- Asymptotic theory for the test for multivariate normality by Cox and Small (Q444994) (← links)
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
- N-distance tests for a composite hypothesis of goodness of fit (Q619345) (← links)
- A new functional statistic for multivariate normality (Q637983) (← links)
- A new test for multivariate normality (Q707395) (← links)
- Exact confidence interval estimation for the difference in diagnostic accuracy with three ordinal diagnostic groups (Q710821) (← links)
- Two tests for multivariate normality based on the characteristic function (Q734524) (← links)
- On energy tests of normality (Q830702) (← links)
- Matrix sketching for supervised classification with imbalanced classes (Q832649) (← links)
- Likelihood ratio tests of correlated multivariate samples (Q847411) (← links)
- An affine invariant multiple test procedure for assessing multivariate normality (Q901586) (← links)
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test (Q961230) (← links)
- Optimal tests for no contamination in symmetric multivariate normal mixtures (Q1260710) (← links)
- Limiting behavior of the ICF test for normality under Gram-Charlier alternatives (Q1284064) (← links)
- A new approach to the BHEP tests for multivariate normality (Q1365546) (← links)
- Extreme smoothing and testing for multivariate normality (Q1373962) (← links)
- A robustified Jarque-Bera test for multivariate normality (Q1668142) (← links)
- A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market (Q1673120) (← links)
- The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications (Q1680796) (← links)
- Comparing large-sample maximum Sharpe ratios and incremental variable testing (Q1681279) (← links)
- Checking the adequacy of the multivariate semiparametric location shift model (Q1776869) (← links)
- Shortcomings of generalized affine invariant skewness measures (Q1808833) (← links)
- Invariant tests for multivariate normality: A critical review (Q1856569) (← links)
- Calibrated model-based evidential clustering using bootstrapping (Q2023225) (← links)
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function (Q2023453) (← links)
- Multivariate goodness-of-fit tests based on Wasserstein distance (Q2044339) (← links)
- Multivariate normality test based on kurtosis with two-step monotone missing data (Q2062776) (← links)
- Sub-dimensional Mardia measures of multivariate skewness and kurtosis (Q2079626) (← links)
- On automatic kernel density estimate-based tests for goodness-of-fit (Q2084717) (← links)
- Student's-\(t\) process with spatial deformation for spatio-temporal data (Q2111313) (← links)
- Encoded value-at-risk: a machine learning approach for portfolio risk measurement (Q2168136) (← links)
- Testing normality via a distributional fixed point property in the Stein characterization (Q2177728) (← links)
- Central limit theorems for classical multidimensional scaling (Q2192306) (← links)
- Testing normality of data on a multivariate grid (Q2196122) (← links)
- Asymptotics and practical aspects of testing normality with kernel methods (Q2201553) (← links)
- New spatial decomposition method for accurate, mesh-independent agglomeration predictions in particle-laden flows (Q2241778) (← links)
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
- Sequential fixed accuracy estimation for nonstationary autoregressive processes (Q2304245) (← links)
- Goodness-of-fit tests based on the empirical characteristic function (Q2401232) (← links)
- Permutation based testing on covariance separability (Q2418078) (← links)
- A one-sample test for normality with kernel methods (Q2419660) (← links)
- The use of isotones for comparing tests of normality against skew normal distributions (Q2431727) (← links)
- On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests (Q2433820) (← links)
- Some new tests for normality based on U-processes (Q2489792) (← links)
- A multivariate empirical characteristic function test of independence with normal marginals (Q2567124) (← links)
