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A new test of multivariate normality by a double estimation in a
  characterizing PDE

A new test of multivariate normality by a double estimation in a characterizing PDE

25 November 2019
Philip Dörr
B. Ebner
N. Henze
ArXiv (abs)PDFHTML

Papers citing "A new test of multivariate normality by a double estimation in a characterizing PDE"

4 / 4 papers shown
Title
Stein's Method Meets Computational Statistics: A Review of Some Recent
  Developments
Stein's Method Meets Computational Statistics: A Review of Some Recent Developments
Andreas Anastasiou
Alessandro Barp
F. Briol
B. Ebner
Robert E. Gaunt
...
Qiang Liu
Lester W. Mackey
Chris J. Oates
Gesine Reinert
Yvik Swan
101
35
0
07 May 2021
Testing normality in any dimension by Fourier methods in a multivariate
  Stein equation
Testing normality in any dimension by Fourier methods in a multivariate Stein equation
B. Ebner
N. Henze
David Strieder
36
10
0
06 Jul 2020
On combining the zero bias transform and the empirical characteristic
  function to test normality
On combining the zero bias transform and the empirical characteristic function to test normality
B. Ebner
55
8
0
27 Feb 2020
Goodness-of-fit test for the bivariate Hermite distribution
Goodness-of-fit test for the bivariate Hermite distribution
Pablo González-Albornoz
F. Novoa-Muñoz
18
1
0
27 Nov 2019
1