A test for normality based on the empirical characteristic function

Cited in

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Consistency of general bootstrap methods for degenerate U-type and V-type statistics
A consistent test for multivariate normality based on the empirical characteristic function
Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
A new approach to the BHEP tests for multivariate normality
Extreme smoothing and testing for multivariate normality
Testing for affine equivalence of elliptically symmetric distributions.
Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
Fast goodness-of-fit tests based on the characteristic function
The limit distribution of weighted L^2-goodness-of-fit statistics under fixed alternatives, with applications
Binned goodness-of-fit tests based on the empirical characteristic function
Invariant tests for multivariate normality: A critical review
A test for multivariate normality based on sample entropy and projection pursuit
Specification tests for the error distribution in GARCH models
Normality testing for a long-memory sequence using the empirical moment generating function
On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data
Fixed point characterizations of continuous univariate probability distributions and their applications
On automatic kernel density estimate-based tests for goodness-of-fit
On a test of normality based on the empirical moment generating function
Testing normality via a distributional fixed point property in the Stein characterization
Asymptotics and practical aspects of testing normality with kernel methods
Testing distributional assumptions using a continuum of moments
An approximation to the null distribution of a class of Cramér-von Mises statistics
Approximating a class of goodness-of-fit test statistics
Data transformations and goodness-of-fit tests for type-II right censored samples
Approximately distribution-free diagnostic tests for regressions with survival data
Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
Goodness-of-fit tests based on the empirical characteristic function
On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
Some new tests for normality based on U-processes
Change point analysis based on empirical characteristic functions
Specification tests for the response distribution in generalized linear models
On the empirical characteristic function process of the residuals in GARCH models and applications
Testing goodness of fit for the distribution of errors in multivariate linear models
Testing normality: a GMM approach
Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
Generalized spectral tests for the martingale difference hypothesis
Diagnostic tests for the distribution of random effects in multivariate mixed effects models
Graphical procedures and goodness-of-fit tests for the compound Poisson-exponential distribution
Two new estimators of entropy for testing normality
Testing for the symmetric component in skew distributions
Nonparametric tests for conditional symmetry in dynamic models
Testing multivariate distributions in GARCH models
A new characterization of the normal distribution and test for normality
A test of fit for a continuous distribution based on the empirical convex conditional mean function
Normality Test Based on a Truncated Mean Characterization
Testing Normality for Linear AR(p) Models
Testing for the Markov property in time series
Recent and classical tests for normality - a comparative study
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
An empirical power comparison of univariate goodness-of-fit tests for normality
A goodness of fit test for normality based on the empirical moment generating function
Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods
An omnibus test for the two-sample problem using the empirical characteristic function
Goodness-of-fit test for stochastic volatility models
The probability weighted characteristic function and goodness-of-fit testing
A class of invariant consistent tests for multivariate normality
Tests for multinormality with applications to time series
Checking for normality in linear mixed models
Data driven smooth tests for composite hypotheses comparison of powers
On the asymptotic normality of theL₂-Distance Class of Statistics with Estimated Parameters
Normal probability plots with confidence for the residuals in linear regression
Likelihood ratio tests for multivariate normality
An Appraisal and Bibliography of Tests for Multivariate Normality
Empirical‐distribution‐function goodness‐of‐fit tests for discrete models
Small sample robust testing for normality against Pareto tails
Multivariate goodness-of-fit tests based on kernel density estimators
On combining the zero bias transform and the empirical characteristic function to test normality
The power Muth distribution
The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples
Normality tests for dependent data: large-sample and bootstrap approaches
Empirical characteristic function tests for GARCH innovation distribution using multipliers
On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests
A powerful test for multivariate normality
A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions
On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests
Cramér-von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation
Modification of statistics based on the empirical characteristic function to yield asymptotic normality
On weighting the studentized empirical characteristic function for testing normality
Test of normality against generalized exponential power alternatives
Testing for normality with panel data
Specification tests in mixed effects models
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
A class of goodness-of-fit tests based on transformation
On tests for multivariate normality and associated simulation studies
A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
A SIMPLE TEST OF NORMALITY FOR TIME SERIES
Big data and the central limit theorem: a statistical legend
Testing for Granger-causality in quantiles
Are You All Normal? It Depends!
On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
Bahadur efficiencies of the Epps-Pulley test for normality
Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function
A study of the quantile correlation test for normality
N-distance tests for a composite hypothesis of goodness of fit
A test for normality and independence based on characteristic function
Tests for normality based on density estimators of convolutions
Testing normality of a large number of populations
Closed-form expressions for maximum mean discrepancy with applications to Wasserstein auto-encoders

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