Independence characterizations and testing normality against restricted skewness-kurtosis alternatives
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Publication:1611798
DOI10.1016/S0378-3758(01)00253-1zbMath1009.62012OpenAlexW2024977626MaRDI QIDQ1611798
Carol E. Marchetti, Govind S. Mudholkar, C. Thomas Lin
Publication date: 28 August 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(01)00253-1
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory of statistical distributions (62E10)
Related Items (6)
Test of Normality Against Generalized Exponential Power Alternatives ⋮ On hyperbolic transformations to normality ⋮ A new powerful version of the BUS test of normality ⋮ A gamma goodness-of-fit test based on characteristic independence of the mean and coefficient of variation ⋮ Tests for multivariate normality based on canonical correlations ⋮ Some modifications of the Z -tests of normality and their isotones
Cites Work
- A simple test for normality against asymmetric alternatives
- Entropy-Based Tests of Uniformity
- On the logarithms of high-order spacings
- The use of U-statistics for testing normality against nonsymmetric alternatives
- The use of U-statistics for testing normality against alternatives with both tails heavy or both tails light
- An analysis of variance test for normality (complete samples)
- THE RATIO OF THE MEAN DEVIATION TO THE STANDARD DEVIATION AS A TEST OF NORMALITY
- THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
- On a Class of Problems Related to the Random Division of an Interval
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