Pages that link to "Item:Q997278"
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The following pages link to A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function (Q997278):
Displaying 17 items.
- Canonical transformations of skew-normal variates (Q619167) (← links)
- On testing the skew normal hypothesis (Q988949) (← links)
- Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
- On a test of normality based on the empirical moment generating function (Q2175636) (← links)
- Testing skew normality via the moment generating function (Q2437885) (← links)
- A test for multivariate skew-normality based on its canonical form (Q2451616) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- Nonparametric recursive method for moment generating function kernel-type estimators (Q2667626) (← links)
- The credibility premiums based on estimated moment-generating function (Q2979584) (← links)
- Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions (Q3103148) (← links)
- Empirical likelihood test for equality of two distributions using distance of characteristic functions (Q4559358) (← links)
- On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
- A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates (Q5088111) (← links)
- (Q5101707) (← links)
- Shapiro–Wilk test for skew normal distributions based on data transformations (Q5107521) (← links)
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
- On testing the skew normal distribution by using Shapiro-Wilk test (Q6126080) (← links)