Search Results - subject:"Multivariate normality"

Multivariate Hermite polynomials and information matrix tests

Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2021

Persistent link: https://www.econbiz.de/10012660820

Multivariate hermite polynomials and information matrix tests

Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2021

Persistent link: https://www.econbiz.de/10012518667

Multivariate Hermite polynomials and information matrix tests

Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2021

Persistent link: https://www.econbiz.de/10013183706

Multivariate goodness-of-fit tests based on Wasserstein distance

Hallin, Marc; Mordant, Gilles; Segers, Johan - 2020

Persistent link: https://www.econbiz.de/10012179699

Role of structural equation modeling in scale development

Farooq, Reyees - In: Journal of advances in management research : JAMR 13 (2016) 1, pp. 75-91

Persistent link: https://www.econbiz.de/10011567816

A robustified Jarque-Bera test for multivariate normality

Kim, Namhyun - In: Economics letters 140 (2016), pp. 48-52

Persistent link: https://www.econbiz.de/10011615965

Tests for multivariate normality based on canonical correlations

Thulin, Måns - In: Statistical Methods and Applications 23 (2014) 2, pp. 189-208

We propose new affine invariant tests for multivariate normality, based on independence characterizations of the sample …

Persistent link: https://www.econbiz.de/10010998685

Robust distances for outlier-free goodness-of-fit testing

Cerioli, Andrea; Farcomeni, Alessio; Riani, Marco - In: Computational Statistics & Data Analysis 65 (2013) C, pp. 29-45

conditions, they can be used to test the postulated hypothesis of multivariate normality of the uncontaminated data. This … approach is not influenced by nasty outliers and thus provides a robust alternative to classical tests for multivariate … normality relying on Mahalanobis distances. One major advantage of the suggested procedure is that it takes into account the …

Persistent link: https://www.econbiz.de/10011056579

A necessary test of fit of specific elliptical distributions based on an estimator of Song’s measure

Batsidis, Apostolos; Zografos, Konstantinos - In: Journal of Multivariate Analysis 113 (2013) C, pp. 91-105

is obtained. The proposed statistic also provides us with a procedure for testing multivariate normality. In order to …

Persistent link: https://www.econbiz.de/10010588057

On the Durbin–Wagle randomization device and some of its applications

Szkutnik, Zbigniew - In: Journal of Multivariate Analysis 109 (2012) C, pp. 103-108

statistics naturally emerging in the context of invariant testing multivariate normality. …

Persistent link: https://www.econbiz.de/10010576494