A large deviation approach to normality testing

DOI10.1016/J.CSDA.2004.05.037MaRDI QIDQ957241zbMATH OpenOpenAlexFDO

Authors J. Sigut, J. Piñeiro, L. Moreno, J. Estevez, R. Aguilar, R. L. Marichal

Publication date 26 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2004.05.037

zbMATH Keywords

Kullback-Leibler distanceprobabilistic inferencelarge deviation theoryBayesian posterior probabilitiesnormality testing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Large deviations (60F10) Hypothesis testing in multivariate analysis (62H15)

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Cites work

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• A comparative study of goodness-of-fit tests for multivariate normality
• A simple test for normality against asymmetric alternatives
• A test of normality with high uniform power.
• An analysis of variance test for normality (complete samples)
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(8)

• scientific article; zbMATH DE number 1409858 (Why is no real title available?)
• On testimation of a probability density: the normal case
• Testing normality in the presence of outliers
• scientific article; zbMATH DE number 3439827 (Why is no real title available?)
• Normality tests for dependent data: large-sample and bootstrap approaches
• scientific article; zbMATH DE number 150386 (Why is no real title available?)
• scientific article; zbMATH DE number 1194749 (Why is no real title available?)
• A Correlation Test for Normality Based on the Lévy Characterization

Describes a project that uses

Uses Software

• Matlab

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