Robust directed tests of normality against heavy-tailed alternatives
DOI10.1016/J.CSDA.2006.08.022zbMATH Open1161.62360OpenAlexW2065598626MaRDI QIDQ1019899FDOQ1019899
Authors: Yulia R. Gel, Weiwen Miao, Joseph L. Gastwirth 
Publication date: 29 May 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2006.08.022
Recommendations
Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Applications of statistics to economics (62P20) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Graphical methods in statistics (62A09)
Cites Work
- Calibrated Probabilistic Mesoscale Weather Field Forecasting
- Approximation Theorems of Mathematical Statistics
- Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
- Title not available (Why is that?)
- Robust Estimates of Location: Survey and Advances
- An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
- Title not available (Why is that?)
- A test of normality with high uniform power.
- An analysis of variance test for normality (complete samples)
- Title not available (Why is that?)
- Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
- On the use of the Shapiro-Wilk test in two-stage adaptive inference for paired data from moderate to very heavy tailed distributions
- Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance
- MOMENTS OF THE RATIO OF THE MEAN DEVIATION TO THE STANDARD DEVIATION FOR NORMAL SAMPLES
- The 1972 Wald Lecture Robust Statistics: A Review
- On Robust Procedures
- Title not available (Why is that?)
- Asymptotic distribution of the Shapiro-Wilk W for testing for normality
- Title not available (Why is that?)
- Statistical properties of a measure of tax assessment uniformity
- Limit theorems for the median deviation
- Optimal Robustness: A General Method, with Applications to Linear Estimators of Location
- The use of the Lorenz curve, Gini index and related measures of relative inequality and uniformity in securities law
Cited In (17)
- Small sample robust testing for normality against Pareto tails
- 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
- Nonparametric bootstrapping for hierarchical data
- Asymptotic power of tests of normality under local alternatives
- A robust alternative to the Lilliefors test of normality
- Methods to distinguish between polynomial and exponential tails
- A Correlation Test for Normality Based on the Lévy Characterization
- Penalized power properties of the normality tests in the presence of outliers
- A robust modification of the Jarque-Bera test of normality
- Geometric aspects of robust testing for normality and sphericity
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
- A ratio goodness-of-fit test for the Laplace distribution
- An empirical power comparison of univariate goodness-of-fit tests for normality
- Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on λ-th power skewness and kurtosis
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap
- A new empirical likelihood ratio goodness of fit test for normality based on moment constraints
Uses Software
This page was built for publication: Robust directed tests of normality against heavy-tailed alternatives
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1019899)
