Pages that link to "Item:Q1391609"
From MaRDI portal
The following pages link to On the correct use of omnibus tests for normality (Q1391609):
Displaying 27 items.
- Multiplicative parameters and estimators: applications in economics and finance (Q271948) (← links)
- Asymptotic power of tests of normality under local alternatives (Q538134) (← links)
- A new powerful version of the BUS test of normality (Q893019) (← links)
- An omnibus test for departures from constant mean (Q918601) (← links)
- A robustified Jarque-Bera test for multivariate normality (Q1668142) (← links)
- More on the correct use of omnibus tests for normality (Q1929050) (← links)
- A robust modification of the Jarque-Bera test of normality (Q1934702) (← links)
- A simple and efficient test for Zipf's law (Q1978519) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- Model-based fuzzy time series clustering of conditional higher moments (Q2237183) (← links)
- Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework (Q2320910) (← links)
- Improved omnibus test statistic for normality (Q2512789) (← links)
- Multivariate heavy-tailed models for value-at-risk estimation (Q2909514) (← links)
- Geometric aspects of robust testing for normality and sphericity (Q2986701) (← links)
- On the Relationship between Directional and Omnibus Statistical Tests (Q3411072) (← links)
- An empirical power comparison of univariate goodness-of-fit tests for normality (Q3589960) (← links)
- Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison (Q3592662) (← links)
- SOME ASPECTS OF NON-NORMALITY TESTS IN SYSTEMS OF REGRESSION EQUATIONS (Q4784171) (← links)
- Small Sample Robust Testing for Normality against Pareto Tails (Q4905913) (← links)
- Omnibus test of normality using the Q statistic (Q4935498) (← links)
- Recognizing distributions rather than goodness-of-fit testing (Q5055163) (← links)
- On Sample Skewness and Kurtosis (Q5080552) (← links)
- Power analysis of several normality tests: A Monte Carlo simulation study (Q5082854) (← links)
- Graphical comparison of normality tests for unimodal distribution data (Q5107315) (← links)
- Multiple subordinated modeling of asset returns: Implications for option pricing (Q5861032) (← links)
- Critical value functions for likelihood-ratio tests for normality (Q6066391) (← links)
- A robust alternative to the Lilliefors test of normality (Q6586556) (← links)
