Limiting behavior of the ICF test for normality under Gram-Charlier alternatives

DOI10.1016/S0167-7152(98)00207-7zbMATH Open1057.62512OpenAlexW2053357904MaRDI QIDQ1284064FDOQ1284064

Authors: T. W. Epps 

Publication date: 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00207-7

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Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Title not available (Why is that?)
• A class of invariant consistent tests for multivariate normality
• Measures of multivariate skewness and kurtosis with applications
• A consistent test for multivariate normality based on the empirical characteristic function
• A new approach to the BHEP tests for multivariate normality
• Extreme smoothing and testing for multivariate normality
• Title not available (Why is that?)
• A test for normality based on the empirical characteristic function
• Consistency of some tests for multivariate normality
• An analysis of variance test for normality (complete samples)
• A Test of Goodness of Fit
• Title not available (Why is that?)
• Recent and classical tests for normality - a comparative study
• An approximation to the limit distribution of the Epps-Pulley test statistic for normality

Cited In (26)

• The probability weighted characteristic function and goodness-of-fit testing
• A SIMPLE TEST OF NORMALITY FOR TIME SERIES
• Goodness-of-fit tests in semi-linear models
• Goodness-of-fit tests based on empirical characteristic functions
• Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics
• Invariant tests for multivariate normality: A critical review
• Fourier methods for analyzing piecewise constant volatilities
• Inference procedures for the variance gamma model and applications
• A Monte Carlo evaluation of the performance of two new tests for symmetry
• Testing goodness of fit for the distribution of errors in multivariate linear models
• Change point analysis based on empirical characteristic functions
• Monitoring changes in the error distribution of autoregressive models based on Fourier methods
• Diagnostic tests for the distribution of random effects in multivariate mixed effects models
• Are You All Normal? It Depends!
• Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
• Omnibus tests for the error distribution in the linear regression model
• Change-Point Analysis Based on Empirical Characteristic Functions of Ranks
• CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS
• A Class of Goodness-of-fit Tests Based on Transformation
• A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function
• Testing the adequacy of semiparametric transformation models
• Goodness-of-fit tests for multivariate Laplace distributions
• Tests for normal mixtures based on the empirical characteristic function
• Testing for normality with panel data
• On nonparametric change point estimator based on empirical characteristic functions

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