Pages that link to "Item:Q1668142"
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The following pages link to A robustified Jarque-Bera test for multivariate normality (Q1668142):
Displaying 10 items.
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
- Normality test for multivariate conditional heteroskedastic dynamic regression models (Q533940) (← links)
- A robust modification of the Jarque-Bera test of normality (Q1934702) (← links)
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
- A necessary Bayesian nonparametric test for assessing multivariate normality (Q2670674) (← links)
- A note on the rubustness of the lilliefors test for univariate normality with respect to equicorrelated data (Q3745056) (← links)
- Small Sample Robust Testing for Normality against Pareto Tails (Q4905913) (← links)
- Joint tests of contagion with applications (Q5234306) (← links)
- Are You All Normal? It Depends! (Q6089882) (← links)
- Multivariate normality tests for serially correlated data (Q6605919) (← links)
