Are You All Normal? It Depends!
From MaRDI portal
Publication:6089882
DOI10.1111/insr.12512arXiv2008.10957OpenAlexW3080914894MaRDI QIDQ6089882
Publication date: 15 December 2023
Published in: International Statistical Review (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.10957
spatial statisticsGaussian processspatial dependenceJarque-Bera testtest for multivariate normalityskewness and kurtosis
Inference from stochastic processes (62Mxx) Multivariate analysis (62Hxx) Nonparametric inference (62Gxx)
Related Items
Cites Work
- A Generalization of Shapiro–Wilk's Test for Multivariate Normality
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
- Cross-covariance functions for multivariate geostatistics
- A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families
- Kurtosis tests for multivariate normality with monotone incomplete data
- Tests for multivariate normality based on canonical correlations
- Approximations to most powerful invariant tests for multinormality against some irregular alternatives
- Tests of multinormality based on location vectors and scatter matrices
- A comparative study of goodness-of-fit tests for multivariate normality
- A new test for multivariate normality
- Two tests for multivariate normality based on the characteristic function
- An approximation to the limit distribution of the Epps-Pulley test statistic for normality
- An affine invariant multiple test procedure for assessing multivariate normality
- Consistency of some tests for multivariate normality
- On a measure of multivariate skewness and a test for multivariate normality
- A consistent test for multivariate normality based on the empirical characteristic function
- Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
- A new approach to the BHEP tests for multivariate normality
- Extreme smoothing and testing for multivariate normality
- A robustified Jarque-Bera test for multivariate normality
- Normality tests for spatially correlated data
- An alternative formulation of Neyman's smooth goodness of fit tests under composite alternatives
- Invariant tests for multivariate normality: A critical review
- Kolmogorov-Smirnov test for spatially correlated data
- Competition on spatial statistics for large datasets
- Multivariate transformed Gaussian processes
- Testing normality of data on a multivariate grid
- Spatial designs and properties of spatial correlation: effects on covariance estimation
- A case study competition among methods for analyzing large spatial data
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
- Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework
- The non-singularity of generalized sample covariance matrices
- A formal test for nonstationarity of spatial stochastic processes
- Stringency-based ranking of normality tests
- Monte Carlo comparison of seven normality tests
- Statistical Methods for Spatial Data Analysis
- New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study
- A comparison of various tests of normality
- Handbook of Spatial Statistics
- Multivariate extension of chi-squared univariate normality test
- An empirical power comparison of univariate goodness-of-fit tests for normality
- Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
- Sinh-arcsinh distributions
- Chi-square tests for multivariate normality with application to common stock prices
- A class of invariant consistent tests for multivariate normality
- Rao score tests for goodness of fit and independence
- On the Robustness of some Tests of Significance in Sampling from a Compound Normal Population
- Tests for departure from normality: Comparison of powers
- Plotting squared radii
- The Generalization of Student's Ratio
- Likelihood ratio tests for multivariate normality
- Bayesian Inference for Non-Stationary Spatial Covariance Structure via Spatial Deformations
- New tests for multivariate normality based on Small's and Srivastava's graphical methods
- A Monte Carlo comparison of Jarque–Bera type tests and Henze–Zirkler test of multivariate normality
- A new large sample goodness of fit test for multivariate normality based on chi squared probability plots
- Normality tests for dependent data: large-sample and bootstrap approaches
- Graphical comparison of normality tests for unimodal distribution data
- A powerful test for multivariate normality
- A power study of goodness-of-fit tests for multivariate normality implemented in R
- Matérn Cross-Covariance Functions for Multivariate Random Fields
- A new test for multivariate normality by combining extreme and nonextreme BHEP tests
- A Necessary Power Divergence Type Family Tests of Multivariate Normality
- Comparisons of various types of normality tests
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS
- On tests for multivariate normality and associated simulation studies
- Comprehensive study of tests for normality and symmetry: extending the Spiegelhalter test
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
- The Performance of Some Rough Tests for Bivariate Normality before and after Coordinate Transformations to Normality
- Measures of multivariate skewness and kurtosis with applications
- TESTING FOR NORMALITY
- NON-NORMALITY AND TESTS ON VARIANCES
- A power comparison of various normality tests
- A test for normality based on the empirical characteristic function
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
