Pages that link to "Item:Q2839662"
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The following pages link to Multivariate normality test using Srivastava's skewness and kurtosis (Q2839662):
Displaying 14 items.
- Kurtosis tests for multivariate normality with monotone incomplete data (Q497862) (← links)
- On Srivastava's multivariate sample skewness and kurtosis under non-normality (Q871020) (← links)
- A note on Srivastava and Hui's tests of multivariate normality (Q957319) (← links)
- On the distributions of multivariate sample skewness (Q984633) (← links)
- Estimating \(p\)-values for Mardia's coefficients of multivariate skewness and kurtosis (Q1855629) (← links)
- Multivariate normality test based on kurtosis with two-step monotone missing data (Q2062776) (← links)
- Shapiro-Wilk test for multivariate skew-normality (Q2095730) (← links)
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
- Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality (Q2418080) (← links)
- Two statistics for testing for multivariate normality (Q3332069) (← links)
- Measures of multivariate skewness and kurtosis for tests of nonnormality (Q3349799) (← links)
- Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis (Q5087993) (← links)
- HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (Q5371157) (← links)
- Are You All Normal? It Depends! (Q6089882) (← links)
