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Applications of Normality Test in Statistical Analysis
Nasrin Khatun
Open J. Stat.
Vol.11 No.1, February 04, 2021
DOI:
10.4236/ojs.2021.111006
(PDF 490K)
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Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach
Hira Aftab,
Rabiul Alam Beg,
Sizhong Sun,
Zhangyue Zhou
Theor. Econ. Lett.
Vol.9 No.1, January 29, 2019
DOI:
10.4236/tel.2019.91008
(PDF 1295K)
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On Rotational Robustness of Shapiro-Wilk Type Tests for Multivariate Normality
Richie Lee,
Meng Qian,
Yongzhao Shao
Open J. Stat.
Vol.4 No.11, December 31, 2014
DOI:
10.4236/ojs.2014.411090
(PDF 2560K)
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Dynamic Interactive Cycles during the 2008 Financial Crisis
Ioannis M. Neokosmidis,
Vassilis Polimenis
Mod. Econ.
Vol.1 No.1, June 07, 2010
DOI:
10.4236/me.2010.11001
(PDF 581K)
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Hydrological Mann-Kendal Multivariate Trends Analysis in the Upper Yangtze River Basin
Lei Ye,
Jianzhong Zhou,
Xiaofan Zeng,
Muhammad Tayyab
J. Geosci. Environ. Prot.
Vol.3 No.10, December 18, 2015
DOI:
10.4236/gep.2015.310006
(PDF 603K)
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