Critical value functions for likelihood-ratio tests for normality
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- scientific article; zbMATH DE number 4199431
- Likelihood-ratio tests for normality
- The null distribution of the likelihood-ratio test for one or two outliers in a normal sample
- Determination of critical value of multivariate normal test with two-sided alternative based on likelihood ratio test
- Likelihood ratio tests for multivariate normality
Cites work
- scientific article; zbMATH DE number 3156743 (Why is no real title available?)
- scientific article; zbMATH DE number 7148821 (Why is no real title available?)
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
- A Test for Normality of Observations and Regression Residuals
- A Test of Goodness of Fit
- A class of robust and fully efficient regression estimators
- A test for normality based on the empirical distribution function
- An analysis of variance test for normality (complete samples)
- An omnibus test of normality for moderate and large size samples
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
- Goodness-of-fit tests on a circle
- High breakdown-point and high efficiency robust estimates for regression
- Least Median of Squares Regression
- Likelihood-ratio tests for normality
- On the correct use of omnibus tests for normality
- Powerful Goodness-of-fit Tests Based on the Likelihood Ratio
- Regression Quantiles
- Robust Statistics
- Robust regression using repeated medians
- The Kolmogorov-Smirnov Test for Goodness of Fit
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