Pages that link to "Item:Q3590005"
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The following pages link to A Goodness of Fit Test for Normality Based on the Empirical Moment Generating Function (Q3590005):
Displaying 14 items.
- A new powerful version of the BUS test of normality (Q893019) (← links)
- Tests of normality based on transformed empirical processes (Q1419398) (← links)
- Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
- A goodness-of-fit testing approach for normality based on the posterior predictive distribution (Q1945053) (← links)
- On a test of normality based on the empirical moment generating function (Q2175636) (← links)
- Testing normality via a distributional fixed point property in the Stein characterization (Q2177728) (← links)
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
- Probability Generating Function Based Jeffrey's Divergence for Statistical Inference (Q2821010) (← links)
- Normality Test Based on a Truncated Mean Characterization (Q3072413) (← links)
- (Q4031940) (← links)
- A new empirical likelihood ratio goodness of fit test for normality based on moment constraints (Q5082629) (← links)
- (Q5101707) (← links)
- Test of Normality Against Generalized Exponential Power Alternatives (Q5299067) (← links)
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
