MVN
R package MVN: Multivariate Normality Tests. Performs multivariate normality tests and graphical approaches and implements multivariate outlier detection and univariate normality of marginal distributions through plots and tests.
Keywords for this software
References in zbMATH (referenced in 24 articles )
Showing results 1 to 20 of 24.
Sorted by year (- Papadopoulos, Alecos: Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (2022)
- Punzo, Antonio; Bagnato, Luca: Dimension-wise scaled normal mixtures with application to finance and biometry (2022)
- Bagnato, Luca; Punzo, Antonio: Unconstrained representation of orthogonal matrices with application to common principal components (2021)
- Hallin, Marc; Mordant, Gilles; Segers, Johan: Multivariate goodness-of-fit tests based on Wasserstein distance (2021)
- Kostelić, Katarina: Game awareness: a questionnaire (2021)
- Rashki, Mohsen: The soft Monte Carlo method (2021)
- Ye, Yunfei; Han, Dong: An optimal control chart for finite matrix sequences at some unknown change point (2021)
- Al-Thani, Hessa; Lee, Jon: An R package for generating covariance matrices for maximum-entropy sampling from precipitation chemistry data (2020)
- Buckby, Jodie; Wang, Ting; Zhuang, Jiancang; Obara, Kazushige: Model checking for hidden Markov models (2020)
- Henze, Norbert; Visagie, Jaco: Testing for normality in any dimension based on a partial differential equation involving the moment generating function (2020)
- Hessa Al-Thani, Jon Lee: An R Package for generating covariance matrices for maximum-entropy sampling from precipitation chemistry data (2020) arXiv
- Chaturvedi, Ajit; Bapat, Sudeep R.; Joshi, Neeraj: A (k)-stage procedure for estimating the mean vector of a multivariate normal population (2019)
- Chen, Cathy W. S.; Than-Thi, Hong; So, Mike K. P.: On hysteretic vector autoregressive model with applications (2019)
- Cinzia Franceschini, Nicola Loperfido: MaxSkew and MultiSkew: Two R Packages for Detecting, Measuring and Removing Multivariate Skewness (2019) arXiv
- Najarzadeh, Dariush: Testing equality of standardized generalized variances of (k) multivariate normal populations with arbitrary dimensions (2019)
- Park, Seongoh; Lim, Johan; Wang, Xinlei; Lee, Sanghan: Permutation based testing on covariance separability (2019)
- Talebi, Hassan; Mueller, Ute; Tolosana-Delgado, Raimon; van den Boogaart, K. Gerald: Geostatistical simulation of geochemical compositions in the presence of multiple geological units: application to mineral resource evaluation (2019)
- Duarte Silva, A. Pedro; Filzmoser, Peter; Brito, Paula: Outlier detection in interval data (2018)
- Gómez, José G.: Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals (2018)
- González-Estrada, E.; Villaseñor, J. A.: An R package for testing goodness of fit: goft (2018)