A Monte Carlo comparison of Jarque-Bera type tests and Henze-Zirkler test of multivariate normality.
Zofia HanuszRie EnomotoTakashi SeoKazuyuki KoizumiPublished in: Commun. Stat. Simul. Comput. (2018)
Keyphrases
- monte carlo
- statistical tests
- point processes
- markov chain
- test cases
- importance sampling
- monte carlo simulation
- monte carlo methods
- test suite
- markovian decision
- null hypothesis
- test data
- optimal strategy
- adaptive sampling
- stochastic approximation
- simulation study
- regression model
- particle filter
- temporal difference
- variance reduction
- monte carlo method
- monte carlo tree search
- machine learning
- confidence intervals
- game tree
- statistically significant
- matrix inversion
- computer graphics
- least squares
- probability distribution