Tests for multinormality with applications to time series
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Publication:4240711
DOI10.1080/03610929908832312zbMath0918.62052OpenAlexW2067120433MaRDI QIDQ4240711
Hong Li, Ruey S. Tsay, Nobuhiko Terui, Takeaki Kariya
Publication date: 7 July 1999
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929908832312
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (2)
An Appraisal and Bibliography of Tests for Multivariate Normality ⋮ Invariant tests for multivariate normality: A critical review
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