Geometric aspects of robust testing for normality and sphericity

Author:

Richter Wolf-Dieter1,Střelec Luboš2,Ahmadinezhad Hamid3,Stehlík Milan456

Affiliation:

1. Institute of Mathematics, University of Rostock, Rostock, Germany

2. Department of Statistics and Operation Analysis, Mendel University in Brno, Brno, Czech Republic

3. Department of Mathematical Sciences, Loughborough University, Loughborough, UK

4. Department of Applied Statistics, Johannes-Kepler-University Linz, Linz, Austria

5. Institute of Statistics, University of Valparaíso, Valparaíso, Chile

6. Linz Institute of Technology (LIT), Johannes Kepler University Linz, Linz, Austria

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

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1. On testing the changes in trends of stock market index and rates;Communications in Statistics - Simulation and Computation;2024-07-31

2. Testing for normality with neural networks;Neural Computing and Applications;2021-07-21

3. Penalized power properties of the normality tests in the presence of outliers;Communications in Statistics - Simulation and Computation;2021-07-05

4. Analysis of ECB consolidated banking data and Covid19-outbreaks: Perspectives for negative interest rates;APPLICATION OF MATHEMATICS IN TECHNICAL AND NATURAL SCIENCES: 12th International On-line Conference for Promoting the Application of Mathematics in Technical and Natural Sciences - AMiTaNS’20;2020

5. On improved volatility modelling by fitting skewness in ARCH models;Journal of Applied Statistics;2019-09-30

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