Relationships between sets of variables of different kinds are of interest in many branches of
science. The question of the analysis of relationships of this sort has nevertheless rather …

This paper presents a distribution-free multivariate Kolmogorov-Smirnov goodness-of-fit test.
The test uses a statistic which is built using Rosenblatt's transformation and an algorithm is …

This paper is a review of many of the dozens of procedures currently available for testing a
data set for goodness‐of‐fit to the multivariate normal distribution. A majority of the …

This article presents the results of empirically testing 16 alternative multipliers for a
multiplicative congruential random number generator with modulus 231—1. Two of the …

The univariate weak convergence theorem of Murota and Takeuchi (1981) is extended for
the Mahalanobis transform of the $ d $-variate empirical characteristic function, $ d\geq 1 …

An empirical test is presented as a tool for assessing whether a specified multivariate
probability model is suitable to describe the underlying distribution of a set of observations …

The assumption of univariate and multivariate normality is implicit in most of the statistical
procedures routinely used in the analysis of univariate and multivariate data. Now it is well …

We consider a multivariate Pearson family of distributions. Certain parametric restrictions
lead to the multivariate normal distribution. Using this fact we propose a number of …

A class of statistics for testing the goodness-of-fit for any multivariate continuous distribution
is proposed. These statistics consider not only the goodness-of-fit of the joint distribution but …

A graphical method for deciding whether a set of numbers may be considered to be
observed values of a random sample of a uniform random variable on the unit interval …