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Statements
1990
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procedures
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Cramér-von Mises test for Gaussianity
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composite hypothesis
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two stage procedure
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maximum likelihood estimates of the mean vector
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variance-covariance matrix
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spherical Gaussian variates
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transformed empirical distribution
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one-tailed test
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bivariate results
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characteristic function
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maximum of the sum of squared discrepancies
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departure from Gaussianity
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power study
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