Pages that link to "Item:Q4725544"
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The following pages link to A Test for Normality of Observations and Regression Residuals (Q4725544):
Displaying 50 items.
- Estimating Box-Cox power transformation parameter via goodness-of-fit tests (Q59066) (← links)
- Simultaneous non-Gaussian component analysis (SING) for data integration in neuroimaging (Q96915) (← links)
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- Testing multivariate distributions in GARCH models (Q291099) (← links)
- Empirical analysis of structural change in credit default swap volatility (Q336123) (← links)
- On Gauss-verifiability of optimal solutions in variational data assimilation problems with nonlinear dynamics (Q349731) (← links)
- Efficient specification tests for limited dependent variable models (Q373764) (← links)
- Content-based image quality metric using similarity measure of moment vectors (Q408030) (← links)
- Heteroscedastic normal-exponential mixture models: Bayesian and classical approaches (Q426400) (← links)
- Hedging of long term zero-coupon bonds in a market model with reinvestment risk (Q487615) (← links)
- Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions (Q528145) (← links)
- Asymptotic power of tests of normality under local alternatives (Q538134) (← links)
- Density analysis of non-Markovian BSDEs and applications to biology and finance (Q681991) (← links)
- On the monitoring of multi-attributes high-quality production processes (Q745542) (← links)
- Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
- New goodness-of-fit tests for the error distribution of autoregressive time-series models (Q951930) (← links)
- A power comparison and simulation study of goodness-of-fit tests (Q1004854) (← links)
- Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model (Q1027404) (← links)
- Model specification tests. A simultaneous approach (Q1053408) (← links)
- A rare events model. Monte Carlo results on sample design and large sample guidance (Q1184753) (← links)
- Testing for skewness of regression disturbances (Q1184948) (← links)
- The distribution of a Lagrange multiplier test of normality (Q1350541) (← links)
- On the correct use of omnibus tests for normality (Q1391609) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Comparison of specification tests for GARCH models (Q1623530) (← links)
- Computation of probability associated with Anderson-Darling statistic (Q1634345) (← links)
- Traders' networks of interactions and structural properties of financial markets: an agent-based approach (Q1646518) (← links)
- Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (Q1659128) (← links)
- Testing independence in high dimensions using Kendall's tau (Q1662048) (← links)
- A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market (Q1673120) (← links)
- Patterns and coherence resonance in the stochastic Swift-Hohenberg equation with Pyragas control: the Turing bifurcation case (Q1700998) (← links)
- A simple empirical likelihood ratio test for normality based on the moment constraints of a half-normal distribution (Q1733136) (← links)
- Testing normality of regression disturbances. A Monte Carlo study of the Filliben test (Q1896151) (← links)
- On the power of tests for superexogeneity and structural invariance (Q1915468) (← links)
- Applying estimated score tests in econometrics (Q1918129) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- Robust tests for normality of errors in regression models (Q1927718) (← links)
- More on the correct use of omnibus tests for normality (Q1929050) (← links)
- Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns (Q1936559) (← links)
- Panel data modeling of bank deposits (Q2045105) (← links)
- Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables (Q2066871) (← links)
- Insights into the macroscopic behavior of equity markets: theory and application (Q2149667) (← links)
- Modeling and complexity of stochastic interacting Lévy type financial price dynamics (Q2150375) (← links)
- Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
- Estimation and decomposition of food price inflation risk (Q2152190) (← links)
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance (Q2164274) (← links)
- Glacier parameterization in SLAV numerical weather prediction model (Q2168890) (← links)
- Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model (Q2177677) (← links)
- Testing normality of data on a multivariate grid (Q2196122) (← links)
- Risk aggregation in non-life insurance: standard models vs. internal models (Q2212172) (← links)
