On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality

DOI10.1007/S00362-022-01336-6zbMath1524.62094arXiv2109.04897OpenAlexW3201232652MaRDI QIDQ6157039

Norbert Henze, Bruno Ebner

Publication date: 19 June 2023

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

Full work available at URL: https://arxiv.org/abs/2109.04897

zbMATH Keywords

integral operatorFredholm determinanttest for normality

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric hypothesis testing (62F03) Numerical methods for integral equations (65R20)

Related Items (3)

Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function ⋮ Testing normality of a large number of populations ⋮ Goodness-of-fit tests based on the min-characteristic function

Cites Work

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• Testing normality in any dimension by Fourier methods in a multivariate Stein equation

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