Multivariate normality tests for serially correlated data

DOI10.15446/rce.v47n2.111979MaRDI QIDQ6605919

Shahzad Munir

Publication date: 16 September 2024

Published in: Revista Colombiana de Estadística (Search for Journal in Brave)

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Generalization of Shapiro–Wilk's Test for Multivariate Normality
• A robustified Jarque-Bera test for multivariate normality
• Robustness to non-normality of common tests for the many-sample location problem
• Testing normality of data on a multivariate grid
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Automatic Lag Selection in Covariance Matrix Estimation
• A Test for Normality of Observations and Regression Residuals
• Measures of multivariate skewness and kurtosis with applications
• A SIMPLE TEST OF NORMALITY FOR TIME SERIES
• Variations of Q–Q Plots: The Power of Our Eyes!
• Are You All Normal? It Depends!

This page was built for publication: Multivariate normality tests for serially correlated data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6605919)