Pages that link to "Item:Q3589956"

The following pages link to Multivariate extension of chi-squared univariate normality test (Q3589956):

Displaying 27 items.

• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
• Data transformation for confidence interval improvement: an application to the estimation of stress-strength model reliability (Q906282) (← links)
• A chi-square test for dimensionality with non-Gaussian data (Q1421861) (← links)
• An alternative discrete skew Laplace distribution (Q1731158) (← links)
• Bayesian test of normality versus a Dirichlet process mixture alternative (Q2040662) (← links)
• Robust modified classical spherical tests in the presence of outliers (Q2093133) (← links)
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
• Test for conditional odds ratio in matching pairs inverse sampling design (Q2360934) (← links)
• A necessary Bayesian nonparametric test for assessing multivariate normality (Q2670674) (← links)
• New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study (Q3178640) (← links)
• Testing for a class of bivariate exponential distributions (Q3451390) (← links)
• Chi-Square Tests for Overdispersion with Multiparameter Estimates (Q3489134) (← links)
• (Q3766643) (← links)
• Chi-Square quantile-based multivariate variance monitoring for individual observations (Q4593870) (← links)
• Testing normality based on new entropy estimators (Q4925446) (← links)
• Goodness-of-fit tests for centralized Wishart processes (Q5078009) (← links)
• Proposition of new alternative tests adapted to the traditional <i>T</i>² test (Q5082973) (← links)
• A powerful affine invariant test for multivariate normality based on interpoint distances of principal components (Q5084915) (← 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)
• A necessary power divergence-type family of tests for testing elliptical symmetry (Q5219207) (← links)
• Modified entropy estimators for testing normality (Q5222357) (← links)
• A Necessary Power Divergence Type Family Tests of Multivariate Normality (Q5299961) (← links)
• Proposition and validation of multivariate tests of independence between two groups of variables (Q6049851) (← links)
• Are You All Normal? It Depends! (Q6089882) (← links)
• A fortune cookie problem: A test for nominal data whether two samples are from the same population of equally likely elements (Q6549181) (← links)
• Robust computationally intensive and asymptotic tests for compound symmetry structure (Q6562716) (← links)