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pro vyhledávání: '"Multivariate normality"'
Akademický článek
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Autor:
Aleksić, Danijel, Milošević, Bojana
In this paper, we focus on testing multivariate normality using the BHEP test with data that are missing completely at random. Our objective is twofold: first, to gain insight into the asymptotic behavior of BHEP test statistics under two widely used
Externí odkaz:
http://arxiv.org/abs/2404.07136
Autor:
Cao, Yiwen1 (AUTHOR) yiwencao@uic.edu.cn, Liang, Jiajuan1,2 (AUTHOR) jiajuanliang@uic.edu.cn, Xu, Longhao3 (AUTHOR) long-hao.xu@med.uni-goettingen.de, Kang, Jiangrui1 (AUTHOR)
Publikováno v:
Mathematics (2227-7390). Jun2024, Vol. 12 Issue 11, p1711. 16p.
Autor:
Daniušis, Povilas
We propose a simple multivariate normality test based on Kac-Bernstein's characterization, which can be conducted by utilising existing statistical independence tests for sums and differences of data samples. We also perform its empirical investigati
Externí odkaz:
http://arxiv.org/abs/2311.11575
Akademický článek
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Autor:
MUNIR, SHAHZAD1 shahzi.munir@gmail.com
Publikováno v:
Colombian Journal of Statistics / Revista Colombiana de Estadística. Jul2024, Vol. 47 Issue 2, p165-192. 28p.
In this article, we propose a new class of consistent tests for $p$-variate normality. These tests are based on the characterization of the standard multivariate normal distribution, that the Hessian of the corresponding cumulant generating function
Externí odkaz:
http://arxiv.org/abs/2303.11388
Publikováno v:
Mathematics, Vol 12, Iss 11, p 1711 (2024)
Testing multivariate normality in high-dimensional data analysis has been a long-lasting topic in the area of goodness of fit. Numerous methods for this purpose can be found in the literature. Reviews on different methods given by influential researc
Externí odkaz:
https://doaj.org/article/794911edd6714082954c5ef617beb15d
Autor:
Ma, Jian
In this paper, we proposed a multivariate normality test based on copula entropy. The test statistic is defined as the difference between the copula entropies of unknown distribution and the Gaussian distribution with same covariances. The estimator
Externí odkaz:
http://arxiv.org/abs/2206.05956
Autor:
Nidsunkid, Sudarat1 sudarat.n@ku.th, Yeesa, Peang-or2 peangor.y@rmutsv.ac.th
Publikováno v:
International Journal of Mathematics & Computer Science. 2023, Vol. 18 Issue 3, p529-537. 9p.