Pages that link to "Item:Q2273163"
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The following pages link to A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163):
Displaying 18 items.
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
- Testing multivariate distributions in GARCH models (Q291099) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function (Q2023453) (← links)
- A new test of multivariate normality by a double estimation in a characterizing PDE (Q2036303) (← links)
- Fixed point characterizations of continuous univariate probability distributions and their applications (Q2046475) (← links)
- Testing normality via a distributional fixed point property in the Stein characterization (Q2177728) (← links)
- Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics'' (Q2665781) (← links)
- Tests for multinormality with applications to time series (Q4240711) (← links)
- On the test of the volatility proxy model (Q5055216) (← links)
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
- Testing normality in any dimension by Fourier methods in a multivariate Stein equation (Q6059408) (← links)
- Goodness-of-fit graphical assessment for a broad family of unimodal distributions (Q6060865) (← links)
- Are You All Normal? It Depends! (Q6089882) (← 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)
- A test for normality and independence based on characteristic function (Q6201368) (← links)
- Testing normality of a large number of populations (Q6494448) (← links)
