On a test of normality based on the empirical moment generating function

DOI10.1007/s00362-017-0923-7zbMath1437.62094arXiv1612.08586OpenAlexW2561319692MaRDI QIDQ2175636

Stefan Koch, Norbert Henze

Publication date: 29 April 2020

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.08586

zbMATH Keywords

consistencycontiguous alternativestest of normalityempirical moment generating functionweighted \(L^2\)-statistic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (8)

On a test of normality based on the empirical moment generating function ⋮ Goodness-of-fit graphical assessment for a broad family of unimodal distributions ⋮ On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality ⋮ CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS ⋮ Asymptotic distribution of certain degenerate V- and U-statistics with estimated parameters ⋮ A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function ⋮ Testing for normality in any dimension based on a partial differential equation involving the moment generating function ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics

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