Optimal goodness-of-fit tests for normality against skewness and kurtosis alternatives

DOI10.1016/0378-3758(86)90120-5zbMath0586.62030MaRDI QIDQ1071421

Vincent N. La Riccia

Publication date: 1986

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(86)90120-5

zbMATH Keywords

order statistics; kurtosis; simulation study; skewness; asymptotic power; asymptotically optimal; small samples; chi-squared random variables; composite goodness-of-fit hypothesis of normality; sums of squared L-statistics

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62F03: Parametric hypothesis testing

62F05: Asymptotic properties of parametric tests

Related Items

Censored Kullback-Leibler Information and Goodness-of-Fit Test with Type II Censored Data, Detection of non-Gaussianity, Test of Normality Against Generalized Exponential Power Alternatives

Cites Work

• Optimal goodness-of-fit tests for location-scale families of distributions based on the sum of squares of L-statistics
• Asymptotic normality of linear combinations of order statistics with a smooth score function
• Approximation Theorems of Mathematical Statistics
• Goodness-of-Fit Tests Based on Nonlinearity in Probability Plots
• An analysis of variance test for normality (complete samples)
• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
• An omnibus test of normality for moderate and large size samples
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