GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION

From MaRDI portal
Revision as of 00:18, 8 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4787620

DOI10.1081/SAC-100107788zbMath1008.62590OpenAlexW2047044940MaRDI QIDQ4787620

Arjun K. Gupta, Tuhao Chen

Publication date: 8 January 2003

Published in: Communications in Statistics: Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sac-100107788




Related Items (36)

Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.Sequential change-point detection for skew normal distributionThe inverse problem of multivariate and matrix-variate skew normal distributionsDefault Bayesian goodness-of-fit tests for the skew-normal modelA flexible generalization of the skew normal distribution based on a weighted normal distributionMatrix variate skew normal distributionsJoint distributional expansions of maxima and minima from skew-normal samplesVariable selection in joint location, scale and skewness models of the skew-normal distributionNormal distribution with plasticizing componentFlexible families of symmetric and asymmetric distributions based on the two-piece skew normal distributionInformation Approach for the Change-Point Detection in the Skew Normal Distribution and Its ApplicationsGoodness-of-fit test for skew normality based on energy statisticsNormality testing for a long-memory sequence using the empirical moment generating functionShapiro–Wilk test for skew normal distributions based on data transformationsTesting skew normality via the moment generating functionSome skew symmetric inverse reflected distributionsThe Two-Piece Normal-Laplace DistributionLocally optimal test of normality against skew-normalityVariable Selection in Joint Location and Scale Models of the Skew-t-Normal DistributionDiagnostics for skew-normal nonlinear regression models with AR(1) errorsInfinite divisibility of skew Gaussian and Laplace lawsGoodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the DataGeneralized skew-normal models: properties and inferenceA class of multivariate skew-normal modelsA skewed truncated \(t\) distributionThe Distribution of Stock Returns When the Market Is UpOn the Fernández-Steel distribution: inference and applicationOn testing the skew normal hypothesisA Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating functionHomogeneity diagnostics for skew-normal nonlinear regression modelsOn the sample characterization criterion for normal distributionsSkew-normal semiparametric varying coefficient model and score testOn some sampling distributions for skew-normal populationStatistical Diagnostics for Skew-t-Normal Nonlinear ModelsJoint modeling of location and scale parameters of the skew-normal distributionAn empirical likelihood ratio based goodness-of-fit test for skew normality







This page was built for publication: GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION