Pages that link to "Item:Q5617412"
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The following pages link to Measures of multivariate skewness and kurtosis with applications (Q5617412):
Displayed 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)
- Fourth moments and independent component analysis (Q254467) (← links)
- A test for bivariate normality with applications in microeconometric models (Q257622) (← links)
- Testing normality: a GMM approach (Q261889) (← links)
- On nomenclature for, and the relative merits of, two formulations of skew distributions (Q273733) (← links)
- Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers (Q276939) (← links)
- Matrix exponential GARCH (Q278044) (← links)
- Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
- Testing multivariate distributions in GARCH models (Q291099) (← links)
- On the multivariate skew-normal-Cauchy distribution (Q310637) (← links)
- Comparing latent means without mean structure models: a projection-based approach (Q316731) (← links)
- A new kurtosis matrix, with statistical applications (Q332626) (← links)
- A class of cross-validatory model selection criteria (Q372591) (← links)
- Energy statistics: a class of statistics based on distances (Q389244) (← links)
- Multivariate truncated moments (Q391583) (← links)
- A note on the fourth cumulant of a finite mixture distribution (Q391952) (← links)
- A study of the effect of kurtosis on discriminant analysis under elliptical populations (Q413743) (← links)
- A generalized multivariate kurtosis ordering and its applications (Q413762) (← links)
- Using conditional bias in principal component analysis for the evaluation of joint influence on the eigenvalues of the covariance matrix (Q440812) (← links)
- Asymptotic theory for the test for multivariate normality by Cox and Small (Q444994) (← links)
- A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families (Q458633) (← links)
- Smoothed and iterated bootstrap confidence regions for parameter vectors (Q458648) (← links)
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
- Structural equation modeling of multivariate gamma density (Q467981) (← links)
- Multivariate extended skew-\(t\) distributions and related families (Q478207) (← links)
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
- Kurtosis tests for multivariate normality with monotone incomplete data (Q497862) (← links)
- Tests for multivariate normality based on canonical correlations (Q520396) (← links)
- Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
- Goodness-of-fit tests for multivariate Laplace distributions (Q552077) (← links)
- Characteristics of multivariate distributions and the invariant coordinate system (Q613173) (← links)
- Approximations to most powerful invariant tests for multinormality against some irregular alternatives (Q619164) (← links)
- Canonical transformations of skew-normal variates (Q619167) (← links)
- Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure (Q622451) (← links)
- Random orthogonal matrix simulation (Q627948) (← links)
- On testing homogeneity of variances for nonnormal models using entropy (Q635882) (← links)
- Tests of multinormality based on location vectors and scatter matrices (Q635897) (← links)
- Estimates of low bias for the multivariate normal (Q643233) (← links)
- Multivariate measures of skewness for the skew-normal distribution (Q643295) (← links)
- On the relation between the linear factor model and the latent profile model (Q658136) (← links)
- The infinitesimal jackknife with exploratory factor analysis (Q692407) (← links)
- Robust structural equation modeling with missing data and auxiliary variables (Q692422) (← links)
- A new test for multivariate normality (Q707395) (← links)
- Testing multivariate normality in incomplete data of small sample size (Q707404) (← links)
- Corrigendum to: ``Moments of random vectors with skew \(t\) distribution and their quadratic forms'' (Q731955) (← links)
- Bayesian fusion of ensemble of multifocused noisy images (Q736934) (← links)
- The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior (Q748206) (← links)
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)