On a test of normality based on the empirical moment generating function
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Publication:2175636
DOI10.1007/s00362-017-0923-7zbMath1437.62094arXiv1612.08586OpenAlexW2561319692MaRDI QIDQ2175636
Publication date: 29 April 2020
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.08586
consistencycontiguous alternativestest of normalityempirical moment generating functionweighted \(L^2\)-statistic
Related Items (8)
On a test of normality based on the empirical moment generating function ⋮ Goodness-of-fit graphical assessment for a broad family of unimodal distributions ⋮ On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality ⋮ CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS ⋮ Asymptotic distribution of certain degenerate V- and U-statistics with estimated parameters ⋮ A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function ⋮ Testing for normality in any dimension based on a partial differential equation involving the moment generating function ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
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