Pages that link to "Item:Q3923422"
From MaRDI portal
The following pages link to Chi-square tests for multivariate normality with application to common stock prices (Q3923422):
Displaying 19 items.
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures (Q789863) (← links)
- A test for elliptical symmetry (Q864268) (← links)
- The components of chi-squared statistics for goodness-of-fit tests (Q1114268) (← links)
- A multivariate Kolmogorov-Smirnov test of goodness of fit (Q1373970) (← links)
- The limiting distribution of a test for multivariate structure (Q1611828) (← links)
- Robust distances for outlier-free goodness-of-fit testing (Q1800105) (← links)
- Invariant tests for multivariate normality: A critical review (Q1856569) (← links)
- Some new tests for multivariate normality (Q2641040) (← links)
- A Note on Wald's Type Chi-squared Tests of Fit (Q2797841) (← links)
- New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study (Q3178640) (← links)
- Some empirical distribution function tests for multivariate normality (Q3756334) (← links)
- General chi-square goodness-of-fit tests with data-dependent cells (Q4189968) (← links)
- An Appraisal and Bibliography of Tests for Multivariate Normality (Q4832085) (← links)
- Some multivariate goodness of fit tests based on data depth (Q5078830) (← links)
- An empirical goodness-of-fit test for multivariate distributions (Q5128999) (← links)
- A new goodness of fit test for multivariate normality (Q5165080) (← links)
- Spherical harmonics in quadratic forms for testing multivariate normality (Q5952296) (← links)
- Are You All Normal? It Depends! (Q6089882) (← links)
