Pages that link to "Item:Q5001010"

The following pages link to A test for Gaussianity in Hilbert spaces via the empirical characteristic functional (Q5001010):

Displaying 9 items.

• Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
• Testing the equality of a large number of populations (Q2125472) (← links)
• Exact tests for the means of Gaussian stochastic processes (Q2406811) (← links)
• A statistical test for the hypothesis of Gaussian random function (Q4579985) (← links)
• On combining the zero bias transform and the empirical characteristic function to test normality (Q5009790) (← links)
• Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)
• Testing normality of a large number of populations (Q6494448) (← links)
• Fourier approach to goodness-of-fit tests for Gaussian random processes (Q6581307) (← links)
• Testing for an ignorable sampling bias under random double truncation (Q6626896) (← links)