Pages that link to "Item:Q5902691"
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The following pages link to A test for normality based on the empirical characteristic function (Q5902691):
Displayed 46 items.
- A study of the quantile correlation test for normality (Q619089) (← links)
- N-distance tests for a composite hypothesis of goodness of fit (Q619345) (← links)
- Consistent tests for symmetric stability with finite mean based on the empirical characteristic function (Q707048) (← links)
- A new test for multivariate normality (Q707395) (← links)
- Two tests for multivariate normality based on the characteristic function (Q734524) (← links)
- A note on scale estimates based on the empirical characteristic function and their application to test for normality (Q761736) (← links)
- An approximation to the limit distribution of the Epps-Pulley test statistic for normality (Q811684) (← links)
- Consistency of some tests for multivariate normality (Q918087) (← links)
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test (Q961230) (← links)
- Goodness-of-fit tests based on empirical characteristic functions (Q961885) (← links)
- Inference procedures for the Birnbaum-Saunders distribution and its generalizations (Q962268) (← links)
- A homogeneity test for bivariate random variables (Q964666) (← links)
- Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics (Q1026346) (← links)
- A consistent test for multivariate normality based on the empirical characteristic function (Q1108716) (← 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)
- Testing for affine equivalence of elliptically symmetric distributions. (Q1421873) (← links)
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments) (Q1580812) (← links)
- Binned goodness-of-fit tests based on the empirical characteristic function (Q1771467) (← links)
- Invariant tests for multivariate normality: A critical review (Q1856569) (← links)
- A test for multivariate normality based on sample entropy and projection pursuit (Q1895367) (← links)
- Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms (Q2373689) (← 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)
- Change point analysis based on empirical characteristic functions (Q2499565) (← links)
- Testing goodness of fit for the distribution of errors in multivariate linear models (Q2567122) (← links)
- Normality Test Based on a Truncated Mean Characterization (Q3072413) (← links)
- Testing Normality for Linear AR(<b><i>p</i></b>) Models (Q3155301) (← links)
- Recent and classical tests for normality - a comparative study (Q3471456) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- An empirical power comparison of univariate goodness-of-fit tests for normality (Q3589960) (← links)
- A Goodness of Fit Test for Normality Based on the Empirical Moment Generating Function (Q3590005) (← links)
- Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods (Q3615067) (← links)
- An omnibus test for the two-sample problem using the empirical characteristic function (Q3749937) (← links)
- A class of invariant consistent tests for multivariate normality (Q3978078) (← links)
- Tests for multinormality with applications to time series (Q4240711) (← links)
- Data driven smooth tests for composite hypotheses comparison of powers (Q4365859) (← links)
- On the asymptotic normality of the<i>L</i><sub>2</sub>-Distance Class of Statistics with Estimated Parameters (Q4372863) (← links)
- An Appraisal and Bibliography of Tests for Multivariate Normality (Q4832085) (← links)
- Empirical‐distribution‐function goodness‐of‐fit tests for discrete models (Q4883620) (← links)
- Modification of statistics based on the empirical characteristic function to yield asymptotic normality (Q5283847) (← links)
- On weighting the studentized empirical characteristic function for testing normality (Q5283890) (← links)
- On tests for multivariate normality and associated simulation studies (Q5454214) (← links)
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality (Q5489319) (← links)
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES (Q5719157) (← links)