Pages that link to "Item:Q3589960"

The following pages link to An empirical power comparison of univariate goodness-of-fit tests for normality (Q3589960):

Displaying 29 items.

• Asymptotic power of tests of normality under local alternatives (Q538134) (← links)
• A new test of multivariate normality by a double estimation in a characterizing PDE (Q2036303) (← links)
• New fat-tail normality test based on conditional second moments with applications to finance (Q2062369) (← links)
• On automatic kernel density estimate-based tests for goodness-of-fit (Q2084717) (← links)
• Statistical inference based on weighted divergence measures with simulations and applications (Q2093129) (← links)
• Testing normality via a distributional fixed point property in the Stein characterization (Q2177728) (← links)
• EM-based algorithms for autoregressive models with <i>t</i>-distributed innovations (Q4563399) (← links)
• Statistical power of goodness-of-fit tests based on the empirical distribution function for type-I right-censored data (Q4913937) (← links)
• Testing normality based on new entropy estimators (Q4925446) (← links)
• Fitting polynomial trend to time series by the method of Buys-Ballot estimators (Q4975162) (← links)
• On combining the zero bias transform and the empirical characteristic function to test normality (Q5009790) (← links)
• A powerful and interpretable alternative to the Jarque–Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao's score test on the APD family (Q5036333) (← links)
• Recognizing distributions rather than goodness-of-fit testing (Q5055163) (← links)
• Mosaic normality test (Q5079157) (← links)
• Modified Lilliefors goodness-of-fit test for normality (Q5082886) (← links)
• The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples (Q5084780) (← links)
• Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
• Graphical comparison of normality tests for unimodal distribution data (Q5107315) (← links)
• On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests (Q5107422) (← links)
• An estimation of Phi divergence and its application in testing normality (Q5164276) (← links)
• A system dynamics-based simulation model of production line with cross-trained workers (Q5219978) (← links)
• Discriminating between distributions using feed-forward neural networks (Q5220750) (← links)
• Detection of non-Gaussianity (Q5222300) (← links)
• Modified entropy estimators for testing normality (Q5222357) (← links)
• A Correlation Test for Normality Based on the Lévy Characterization (Q5259164) (← links)
• Test of Normality Against Generalized Exponential Power Alternatives (Q5299067) (← links)
• Nonparametric statistical analysis for multiple comparison of machine learning regression algorithms (Q5403396) (← links)
• A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution (Q5879908) (← links)
• Are You All Normal? It Depends! (Q6089882) (← links)