Pages that link to "Item:Q1856569"

The following pages link to Invariant tests for multivariate normality: A critical review (Q1856569):

Displaying 17 items.

• On combining the zero bias transform and the empirical characteristic function to test normality (Q5009790) (← links)
• Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size (Q5077931) (← links)
• A Q–Q plot for detecting non-multinormality based on a normal characterization and the S–W statistic (Q5079866) (← links)
• A Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normality (Q5084928) (← links)
• A new large sample goodness of fit test for multivariate normality based on chi squared probability plots (Q5085959) (← links)
• (Q5148948) (← links)
• (Q5290218) (← links)
• HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (Q5371157) (← links)
• CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality (Q5489319) (← links)
• The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution (Q5963704) (← links)
• Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's method (Q6058530) (← links)
• Testing normality in any dimension by Fourier methods in a multivariate Stein equation (Q6059408) (← links)
• Are You All Normal? It Depends! (Q6089882) (← links)
• Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function (Q6172158) (← links)
• Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)
• Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule (Q6667485) (← links)