DOIAbstract
Hermite polynomials, Jarque–Bera normality test, Kurtosis, Long memory data, Skewness,
Hermite polynomials, Jarque–Bera normality test, Kurtosis, Long memory data, Skewness,
This paper gives a unified treatment of the limit laws of different mea-sures of multivariate skewne...
We propose tests for normality of the error components in panel data models, using estimates of skew...
This paper examines the interaction between non-linear deterministic trends and long run dependence ...
We present the sampling distributions for the coefficient of skewness, kurtosis, and a joint test of...
<p>Skewness/Kurtosis tests for Normality of the four variables: DR, ReAb, RA and CRA.</p
If we know the statistics of central tendency and dispersion, we still cannot nature a complete desi...
SIGLEAvailable from British Library Document Supply Centre- DSC:D38231/81 / BLDSC - British Library ...
Skewness and kurtosis of artificial data reproducing the typical properties of qEEG data.</p
The paper aims at reshaping the normal law to account for tail-thickness and asymmetry, of which the...
AbstractThis paper gives a unified treatment of the limit laws of different measures of multivariate...
<p>Skewness, test of normality and chi square results of MABC-2 tasks for the pilot study and Experi...
We study the problem of testing the error distribution in a multivariate linear regression (MLR) mod...
Dans cet article, nous proposons des tests sur la forme de la distribution des erreurs dans un modèl...
Tests for univariate normality, some of them not included in previous comparisons, are com-pared acc...
In multivariate analysis it is generally assumed that the observations are normally distributed. It ...
This paper gives a unified treatment of the limit laws of different mea-sures of multivariate skewne...
We propose tests for normality of the error components in panel data models, using estimates of skew...
This paper examines the interaction between non-linear deterministic trends and long run dependence ...
We present the sampling distributions for the coefficient of skewness, kurtosis, and a joint test of...
<p>Skewness/Kurtosis tests for Normality of the four variables: DR, ReAb, RA and CRA.</p
If we know the statistics of central tendency and dispersion, we still cannot nature a complete desi...
SIGLEAvailable from British Library Document Supply Centre- DSC:D38231/81 / BLDSC - British Library ...
Skewness and kurtosis of artificial data reproducing the typical properties of qEEG data.</p
The paper aims at reshaping the normal law to account for tail-thickness and asymmetry, of which the...
AbstractThis paper gives a unified treatment of the limit laws of different measures of multivariate...
<p>Skewness, test of normality and chi square results of MABC-2 tasks for the pilot study and Experi...
We study the problem of testing the error distribution in a multivariate linear regression (MLR) mod...
Dans cet article, nous proposons des tests sur la forme de la distribution des erreurs dans un modèl...
Tests for univariate normality, some of them not included in previous comparisons, are com-pared acc...
In multivariate analysis it is generally assumed that the observations are normally distributed. It ...
This paper gives a unified treatment of the limit laws of different mea-sures of multivariate skewne...
We propose tests for normality of the error components in panel data models, using estimates of skew...
This paper examines the interaction between non-linear deterministic trends and long run dependence ...
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