Pages that link to "Item:Q116799"
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The following pages link to A Generalization of Shapiro–Wilk's Test for Multivariate Normality (Q116799):
Displaying 11 items.
- Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets (Q5249215) (← links)
- A skew factor analysis model based on the normal mean–variance mixture of Birnbaum–Saunders distribution (Q5861394) (← links)
- Testing normality in any dimension by Fourier methods in a multivariate Stein equation (Q6059408) (← links)
- Clustering asymmetrical data with outliers: parsimonious mixtures of contaminated mean-mixture of normal distributions (Q6073135) (← links)
- Are You All Normal? It Depends! (Q6089882) (← links)
- A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach (Q6107242) (← links)
- Flexible factor model for handling missing data in supervised learning (Q6113645) (← links)
- Monitoring data quality using hoteling T2 multivariate control chart (Q6171885) (← links)
- Testing of two-dimensional Gaussian processes by sample cross-covariance function (Q6550005) (← links)
- Investigation of the effect of bars on the properties of spiral galaxies: a multivariate statistical study (Q6558494) (← links)
- Multivariate normality tests for serially correlated data (Q6605919) (← links)
