Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article; zbMATH DE number 3804645 - MaRDI portal

scientific article; zbMATH DE number 3804645

From MaRDI portal
Publication:4747371

zbMath0509.62014MaRDI QIDQ4747371

Francis John Anscombe, William J. Glynn

Publication date: 1983


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (21)

A test of normality with high uniform power.RCV-based error density estimation in the ultrahigh dimensional additive modelRobust error density estimation in ultrahigh dimensional sparse linear modelA robustified Jarque-Bera test for multivariate normalityMore on the correct use of omnibus tests for normalityThe dynamic volatility connectedness of major environmental, social, and governance (ESG) stock indices: evidence based on DCC-GARCH modelAssociate an optimal normal distribution with a finite numerical discrete data set via extended spline functionsBayesian growth curve models with the generalized error distributionShape mixtures of skew-\(t\)-normal distributions: characterizations and estimationSmall-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effectsThe generalized Gudermannian distribution: inference and volatility modellingNonparametric statistical analysis for multiple comparison of machine learning regression algorithmsCanonical correlation analysis for elliptical copulasImproved omnibus test statistic for normalityExploiting ergodicity in forecasts of corporate profitabilityRegularized parameter estimation of high dimensional distributionA MATLAB package for multivariate normality testFunctional delta residuals and applications to simultaneous confidence bands of moment based statisticsValue-at-risk estimation with new skew extension of generalized normal distributionShould normality be a normal assumption?Independence characterizations and testing normality against restricted skewness-kurtosis alternatives




This page was built for publication: