Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
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Cites work
- scientific article; zbMATH DE number 3636993 (Why is no real title available?)
- scientific article; zbMATH DE number 512575 (Why is no real title available?)
- scientific article; zbMATH DE number 3393603 (Why is no real title available?)
- A Test of Goodness of Fit
- A class of invariant consistent tests for multivariate normality
- A consistent test for multivariate normality based on the empirical characteristic function
- A new approach to the BHEP tests for multivariate normality
- A test for normality based on the empirical characteristic function
- An analysis of variance test for normality (complete samples)
- An approximation to the limit distribution of the Epps-Pulley test statistic for normality
- Consistency of some tests for multivariate normality
- Estimation of the mean of a multivariate normal distribution
- Extreme smoothing and testing for multivariate normality
- Measures of multivariate skewness and kurtosis with applications
- Recent and classical tests for normality - a comparative study
Cited in
(26)- The probability weighted characteristic function and goodness-of-fit testing
- Testing for normality with panel data
- Goodness-of-fit tests in semi-linear models
- Goodness-of-fit tests based on empirical characteristic functions
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES
- 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
- A class of goodness-of-fit tests based on transformation
- Characterizations of multinormality and corresponding tests of fit, including for GARCH models
- 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
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods
- Change point analysis based on empirical characteristic functions
- 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
- A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function
- Goodness-of-fit tests for multivariate Laplace distributions
- Tests for normal mixtures based on the empirical characteristic function
- Testing the adequacy of semiparametric transformation models
- On nonparametric change point estimator based on empirical characteristic functions
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