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
Adaptive Smoothing and Density-Based Tests of Multivariate Normality - MaRDI portal

Adaptive Smoothing and Density-Based Tests of Multivariate Normality

From MaRDI portal
Publication:5288910

DOI10.2307/2290333zbMath0775.62086OpenAlexW4234080353MaRDI QIDQ5288910

P. J. Foster, Adrian W. Bowman

Publication date: 2 September 1993

Full work available at URL: https://doi.org/10.2307/2290333




Related Items (38)

Improvements in the power of empirical stochastic dominance comparisons through kernel density estimation: a monte carlo studyOn energy tests of normalityTesting multivariate distributions in GARCH modelsStatistical estimation of a mixture of Gaussian distributionsSmoothing categorical dataA new approach to the BHEP tests for multivariate normalityNormality-based validation for crisp clusteringExtreme smoothing and testing for multivariate normalityAn Appraisal and Bibliography of Tests for Multivariate NormalityMore good news on the HKM test for multivariate reflected symmetry about an unknown centreInfill asymptotics for adaptive kernel estimators of spatial intensityGoodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's methodA study of the quantile correlation test for normalityProjection pursuit via white noise matricesAn affine invariant multiple test procedure for assessing multivariate normalityNon-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functionsAsymptotics and practical aspects of testing normality with kernel methodsOn the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt testsCritical values and powers for tests of uniformity of directions under multivariate normalityTesting multinormality based on low-dimensional projectionData driven smooth tests for composite hypotheses comparison of powersOn the choice of the smoothing parameter for the BHEP goodness-of-fit testA new test for multivariate normalityChecking the adequacy of the multivariate semiparametric location shift modelLocal angles and dimension estimation from data on manifoldsTesting for normality in any dimension based on a partial differential equation involving the moment generating functionSpherical harmonics in quadratic forms for testing multivariate normalityTests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statisticsDistance Metrics for Measuring Joint Dependence with Application to Causal InferenceCovariate Information Matrix for Sufficient Dimension ReductionA Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normalityNew test for the multivariate two-sample problem based on the concept of minimum energyData driven smooth tests for bivariate normalityUnnamed ItemOn automatic kernel density estimate-based tests for goodness-of-fitInvariant tests for multivariate normality: A critical reviewTests for multinormality with applications to time seriesAn assessment of finite sample performance of adaptive methods in density estimation




This page was built for publication: Adaptive Smoothing and Density-Based Tests of Multivariate Normality