An empirical goodness-of-fit test for multivariate distributions using Mahalanobis distances

  • Annabelle Alice Redelmeier

Publication details

  • Publisher: Norsk Regnesentral
  • Series: NR-notat (SAMBA/38/18)
  • Year: 2018
  • Issue: SAMBA/38/18
  • Number of pages: 21
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  • An empirical goodness-of-fit test for multivariate distributions using Mahalanobis distances