Data driven smooth tests for bivariate normality
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Publication:1283846
DOI10.1006/jmva.1998.1779zbMath0945.62060OpenAlexW1964834657MaRDI QIDQ1283846
Publication date: 31 May 1999
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/8012a09808a7298fac010e884fea3775579d1d39
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)
Related Items (11)
An Appraisal and Bibliography of Tests for Multivariate Normality ⋮ Univariate likelihood projections and characterizations of the multivariate normal distribution ⋮ Asymptotics and practical aspects of testing normality with kernel methods ⋮ Data-driven smooth test for a location-scale family ⋮ Spherical harmonics in quadratic forms for testing multivariate normality ⋮ On tests for multivariate normality and associated simulation studies ⋮ A power study of goodness-of-fit tests for multivariate normality implemented in R ⋮ A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality ⋮ Data driven smooth tests for bivariate normality ⋮ The simultaneous assessment of normality and homoscedasticity in linear fixed effects models ⋮ Invariant tests for multivariate normality: A critical review
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