Pages that link to "Item:Q2062369"
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The following pages link to New fat-tail normality test based on conditional second moments with applications to finance (Q2062369):
Displaying 9 items.
- Simple tests for peakedness, fat tails and leptokurtosis based on quantiles (Q951900) (← links)
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200) (← links)
- A characterization of normality via convex likelihood ratios (Q2670763) (← links)
- Statistical tools for anomaly detection as a part of predictive maintenance in the mining industry (Q2676431) (← links)
- A note on the equivalence between the conditional uncorrelation and the independence of random variables (Q6200891) (← links)
- Testing normality of a large number of populations (Q6494448) (← links)
- Modified Greenwood statistic and its application for statistical testing (Q6591513) (← links)
- Goodness-of-fit tests for the one-sided Lévy distribution based on quantile conditional moments (Q6662617) (← links)
- Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule (Q6667485) (← links)
