Likelihood-ratio tests for normality

DOI10.1016/J.CSDA.2004.05.034MaRDI QIDQ957233zbMATH OpenOpenAlexFDO

Authors Jin Zhang, Yuehua Wu

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.2004.05.034

zbMATH Keywords

powerAnderson-Darling testgoodness of fitShapiro-Wilk testtest of normalityD'Agostino's test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

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Cites work

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• A Test of Goodness of Fit
• A famiy of simple distribution functions to approximate complicted distributions
• An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
• 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
• Beta approximation to the distribution of Kolmogorov-Smirnov statistic
• Comparisons of tests for normality with a cautionary note
• Overweight tails are inefficient
• Powerful Goodness-of-fit Tests Based on the Likelihood Ratio

Cited in

(17)

• Critical value functions for likelihood-ratio tests for normality
• Test of normality against generalized exponential power alternatives
• 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
• Asymptotic power of tests of normality under local alternatives
• scientific article; zbMATH DE number 5127277 (Why is no real title available?)
• scientific article; zbMATH DE number 150386 (Why is no real title available?)
• General cumulative Kullback–Leibler information
• Tests de la razón de verosimilitud para medias de poblaciones normales, sujetas a restricciones
• Testing for discontinuity or type of distribution
• An Empirical Likelihood Ratio Test for Normality
• Stringency-based ranking of normality tests
• An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives
• A goodness-of-fit test for normality based on polynomial regression
• An empirical power comparison of univariate goodness-of-fit tests for normality
• Likelihood ratio tests for multivariate normality
• A power comparison of goodness-of-fit tests for normality based on the likelihood ratio and the non-likelihood ratio
• A comparison of normality testing methods by empirical power and distribution of P -values

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