The following pages link to (Q5603716):
Displaying 32 items.
- A novel method for testing normality in a mixed model of a nested classification (Q1010457) (← links)
- Data driven smooth tests for bivariate normality (Q1283846) (← links)
- Should normality be a normal assumption? (Q1316986) (← links)
- Inference on one-way effect and evidence in Japanese macroeconomic data (Q1586548) (← links)
- Independence characterizations and testing normality against restricted skewness-kurtosis alternatives (Q1611798) (← links)
- A test of normality with high uniform power. (Q1614832) (← links)
- Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data (Q1621305) (← links)
- A robustified Jarque-Bera test for multivariate normality (Q1668142) (← links)
- Shape mixtures of skew-\(t\)-normal distributions: characterizations and estimation (Q1729348) (← links)
- More on the correct use of omnibus tests for normality (Q1929050) (← links)
- Canonical correlation analysis for elliptical copulas (Q2022547) (← links)
- Functional delta residuals and applications to simultaneous confidence bands of moment based statistics (Q2079624) (← links)
- RCV-based error density estimation in the ultrahigh dimensional additive model (Q2133638) (← links)
- Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
- Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects (Q2227069) (← links)
- Modelling multilevel data under complex sampling designs: an empirical likelihood approach (Q2305303) (← links)
- Empirical likelihood inference for longitudinal data with covariate measurement errors: an application to the LEAN study (Q2674494) (← links)
- The generalized Gudermannian distribution: inference and volatility modelling (Q4632277) (← links)
- On improved volatility modelling by fitting skewness in ARCH models (Q5037037) (← links)
- Power analysis of several normality tests: A Monte Carlo simulation study (Q5082854) (← links)
- Multivariate singular spectrum analysis for forecasting revisions to real-time data (Q5124910) (← links)
- Bayesian growth curve models with the generalized error distribution (Q5129071) (← links)
- A general location model with zero-inflated counts and skew normal outcomes (Q5138740) (← links)
- A MATLAB package for multivariate normality test (Q5220711) (← links)
- (Q5860573) (← links)
- Value-at-risk estimation with new skew extension of generalized normal distribution (Q5866105) (← links)
- On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process (Q6045963) (← links)
- The dynamic volatility connectedness of major environmental, social, and governance (ESG) stock indices: evidence based on DCC-GARCH model (Q6054315) (← links)
- A robust factor analysis model based on the canonical fundamental skew-\(t\) distribution (Q6099132) (← links)
- Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application (Q6579811) (← links)
- A Bayesian nonparametric meta-analysis model for estimating the reference interval (Q6618481) (← links)
- A high-resolution bilevel skew-\(t\) stochastic generator for assessing Saudi Arabia's wind energy resources (Q6626176) (← links)
