Robust directed tests of normality against heavy-tailed alternatives

DOI10.1016/j.csda.2006.08.022zbMath1161.62360OpenAlexW2065598626MaRDI QIDQ1019899

Joseph L. Gastwirth, Yulia R. Gel, Weiwen Miao

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

zbMATH Keywords

powertests of normalityShapiro-Wilk testgraphical check of normalityrobust estimators of scale

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Graphical methods in statistics (62A09)

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Uses Software

• ProbForecastGOP

Cites Work

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