Pages that link to "Item:Q689353"
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The following pages link to A comparative study of goodness-of-fit tests for multivariate normality (Q689353):
Displaying 40 items.
- Tests of multinormality based on location vectors and scatter matrices (Q635897) (← links)
- A new test for multivariate normality (Q707395) (← links)
- Testing multivariate normality in incomplete data of small sample size (Q707404) (← links)
- A test for elliptical symmetry (Q864268) (← links)
- An affine invariant multiple test procedure for assessing multivariate normality (Q901586) (← links)
- A large deviation approach to normality testing (Q957241) (← links)
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test (Q961230) (← links)
- Relative efficiencies of goodness of fit procedures for assessing univariate normality (Q1110952) (← links)
- Approximation of the power of kurtosis test for multinormality. (Q1264516) (← links)
- A characterization of multivariate normal distribution and its application (Q1359754) (← links)
- A new approach to the BHEP tests for multivariate normality (Q1365546) (← links)
- Extreme smoothing and testing for multivariate normality (Q1373962) (← links)
- Goodness-of-fit analysis for multivariate normality based on generalized quantiles. (Q1606460) (← links)
- A robustified Jarque-Bera test for multivariate normality (Q1668142) (← links)
- Invariant tests for multivariate normality: A critical review (Q1856569) (← links)
- Testing multinormality based on low-dimensional projection (Q1973320) (← links)
- Asymptotics and practical aspects of testing normality with kernel methods (Q2201553) (← links)
- Normality-based validation for crisp clustering (Q2654242) (← links)
- Some Applications of Läuter's Technique in Tests for Spherical Symmetry (Q2701864) (← links)
- New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study (Q3178640) (← links)
- Tests for multinormality with applications to time series (Q4240711) (← links)
- Testing for multivariate normality via univariate tests: A case study using lead isotope ratio data (Q4269545) (← links)
- Comparison of tests for bivariate normality with unknown parameters by transformation to an univariate statistic (Q4337146) (← links)
- A New Graphical Test for Multivariate Normality (Q4353733) (← links)
- A test for multivariate structure (Q4521422) (← links)
- An Appraisal and Bibliography of Tests for Multivariate Normality (Q4832085) (← links)
- Using principal components to test normality of high-dimensional data (Q4976532) (← links)
- Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size (Q5077931) (← links)
- A Q–Q plot for detecting non-multinormality based on a normal characterization and the S–W statistic (Q5079866) (← 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)
- Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis (Q5087993) (← links)
- A new goodness of fit test for multivariate normality (Q5165080) (← links)
- A power study of goodness-of-fit tests for multivariate normality implemented in R (Q5219964) (← links)
- A Necessary Power Divergence Type Family Tests of Multivariate Normality (Q5299961) (← links)
- On tests for multivariate normality and associated simulation studies (Q5454214) (← links)
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality (Q5489319) (← links)
- Spherical harmonics in quadratic forms for testing multivariate normality (Q5952296) (← links)
- Are You All Normal? It Depends! (Q6089882) (← links)
- Testing of two-dimensional Gaussian processes by sample cross-covariance function (Q6550005) (← links)