The following pages link to (Q4715594):
Displaying 17 items.
- Generalized \(T_{3}\)-plot for testing high-dimensional normality (Q335560) (← links)
- Specification tests in mixed effects models (Q538100) (← links)
- A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function (Q997278) (← links)
- A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality. (Q1274831) (← links)
- A \(t\)-distribution plot to detect non-multinormality. (Q1285480) (← links)
- \(T_3\)-plot for testing spherical symmetry for high-dimensional data with a small sample size (Q1929696) (← links)
- Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- Extremes of normed empirical moment generating function processes (Q2488434) (← links)
- On estimating the cumulant generating function of linear processes (Q2502138) (← links)
- Graphical Method to Detect Departure from Normality with Special Application to Tukey'sg andh Distributions (Q4029960) (← links)
- On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
- An Appraisal and Bibliography of Tests for Multivariate Normality (Q4832085) (← links)
- Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size (Q5077931) (← links)
- A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates (Q5088111) (← links)
- On higher-order moment and cumulant estimation (Q5107739) (← links)
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
