Ir al conteni
d
o
B
uscar
R
evistas
T
esis
Libr
o
antiguo
Co
n
gresos
A
u
tores
Ayuda
Cambiar idioma
Idioma
català
Deutsch
English
español
euskara
français
galego
italiano
português
română
Cambiar
Comments on:
:
Tests for multivariate normality—a critical review with emphasis on weighted L2-statistics
M. Dolores Jiménez-Gamero
[1]
[1]
Department of Statistics and Operations Research, University of Sevilla, Sevilla, Spain
Localización:
Test: An Official Journal of the Spanish Society of Statistics and Operations Research
,
ISSN-e
1863-8260,
ISSN
1133-0686,
Vol. 29, Nº. 4, 2020
,
págs.
893-897
Idioma:
inglés
DOI
:
10.1007/s11749-020-00742-y
Texto completo no disponible
(Saber más ...)
Referencias bibliográficas
Baringhaus L, Ebner B, Henze N (2017) The limit distribution of weighted L2-goodness-of-fit statistics under fixed alternatives, with applications....
Baringhaus L, Henze N (1988) A consistent test for multivariate normality based on the empirical characteristic function. Metrika 35:339–348
D’Agostino RB, Stephens MA (1986) Goodness-of-fit techniques. Marcel Dekker Inc, New York
Epps TW, Pulley LB (1983) A test for normality based on the empirical characteristic function. Biometrika 70:723–726
Henze N, Jiménez-Gamero MD (2019) A new class of tests for multinormality with i.i.d. and GARCH data based on the empirical moment generating...
Henze N, Jiménez-Gamero MD, Meintanis SG (2019) A novel characterization of multinormality and corresponding tests of fit, including for GARCH...
Hušková M, Meintanis SG (2010) Tests for the error distribution in nonparametric possibly heteroscedastic regression models. Test 19:92–112
Jiménez-Gamero MD (2014) On the empirical characteristic function process of the residuals in GARCH models and applications. Test 23:409–423
Jiménez-Gamero MD, Alba-Fernández MV, Muñoz-García J, Chalco-Cano Y (2009) Goodness-of-fit tests based on empirical characteristic functions....
Jiménez-Gamero MD, Muñoz-García J, Pino-Mejías R (2005) Testing goodness of fit for the distribution of errors in multivariate linear models....
Meintanis SG, Jiménez-Gamero MD, Alba-Fernández MV (2014) A class of goodness-of-fit tests based on transformation. Commun Stat Theory Methods...
Pierce DA, Kopecky KJ (1979) Testing goodness of fit for the distribution of errors in regression models. Biometrika 66:1–5
Rivas-Martínez GI, Jiménez-Gamero MD (2018) Computationally efficient goodness-of-fit tests for the error distribution in nonparametric regression....
Rosenblatt M (1952) Remarks on a multivariate transformation. Ann Math Stat 23:470–472
Székely GJ, Rizzo ML (2005) A new test for multivariate normality. J Multivar Anal 93:58–80
Székely GJ, Rizzo ML, Bakirov NK (2007) Measuring and testing dependence by correlation of distances. Ann Stat 35:2769–2794
Acceso de usuarios registrados
Identificarse
¿Olvidó su contraseña?
¿Es nuevo?
Regístrese
Ventajas de registrarse
Mi Documat
S
elección
Opciones de artículo
Seleccionado
Opciones de compartir
Facebook
Twitter
Opciones de entorno
Sugerencia / Errata
©
2008-2024
Fundación Dialnet
· Todos los derechos reservados
Accesibilidad
Aviso Legal
Coordinado por:
I
nicio
B
uscar
R
evistas
T
esis
Libr
o
antiguo
A
u
tores
Ayuda
R
e
gistrarse
¿En qué podemos ayudarle?
×
Buscar en la ayuda
Buscar