A goodness-of-fit test for normality based on polynomial regression

DOI10.1016/j.csda.2007.07.012zbMath1452.62307OpenAlexW2022996379MaRDI QIDQ1023550

Daniele Coin

Publication date: 12 June 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.2007.07.012

zbMATH Keywords

kurtosisgoodness-of-fitskewnesstest for normality\(Q\)-\(Q\) plot

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10)

Related Items (11)

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 ⋮ Test of Normality Against Generalized Exponential Power Alternatives ⋮ A new powerful version of the BUS test of normality ⋮ An affine invariant multiple test procedure for assessing multivariate normality ⋮ On the choice of the smoothing parameter for the BHEP goodness-of-fit test ⋮ Information importance of predictors: concept, measures, Bayesian inference, and applications ⋮ 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 ⋮ A method to estimate power parameter in exponential power distribution via polynomial regression ⋮ A powerful test for multivariate normality ⋮ A Correlation Test for Normality Based on the Lévy Characterization

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