Testing normality via a distributional fixed point property in the Stein characterization
From MaRDI portal
Publication:2177728
DOI10.1007/s11749-019-00630-0zbMath1439.62069arXiv1803.07069OpenAlexW3104760409WikidataQ128344780 ScholiaQ128344780MaRDI QIDQ2177728
Publication date: 6 May 2020
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.07069
Parametric hypothesis testing (62F03) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10) Asymptotic properties of parametric tests (62F05)
Related Items (12)
On combining the zero bias transform and the empirical characteristic function to test normality ⋮ Minimum Lq‐distance estimators for non‐normalized parametric models ⋮ Testing for the Pareto type I distribution: a comparative study ⋮ Logistic or not Logistic? ⋮ Stein's method meets computational statistics: a review of some recent developments ⋮ On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality ⋮ Stein's density method for multivariate continuous distributions ⋮ A test for normality and independence based on characteristic function ⋮ A new test of multivariate normality by a double estimation in a characterizing PDE ⋮ A new characterization of the Gamma distribution and associated goodness-of-fit tests ⋮ Fixed point characterizations of continuous univariate probability distributions and their applications ⋮ New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fundamentals of Stein's method
- Probability in Banach spaces. Isoperimetry and processes
- A study of the quantile correlation test for normality
- An approximation to the limit distribution of the Epps-Pulley test statistic for normality
- Tests auf Normalverteilung (Tests on normality of distribution)
- A consistent test for multivariate normality based on the empirical characteristic function
- A new approach to the BHEP tests for multivariate normality
- Stein's method and the zero bias transformation with application to simple random sampling
- Tests of goodness of fit based on the \(L_2\)-Wasserstein distance
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
- The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
- An `apples to apples' comparison of various tests for exponentiality
- Invariant tests for multivariate normality: A critical review
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
- A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY
- A Comparative Study of Several One-Sided Goodness-of-Fit Tests
- Recent and classical tests for normality - a comparative study
- Normal Approximation by Stein’s Method
- An empirical power comparison of univariate goodness-of-fit tests for normality
- Asymptotic Theory of Goodness of Fit Tests when Parameters are Present:A Surrey
- A class of invariant consistent tests for multivariate normality
- Tests for departure from normality: Comparison of powers
- An Appraisal and Bibliography of Tests for Multivariate Normality
- On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests
- A Correlation Test for Normality Based on the Lévy Characterization
- Cramér–von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation
- Comparisons of various types of normality tests
- An analysis of variance test for normality (complete samples)
- Comprehensive study of tests for normality and symmetry: extending the Spiegelhalter test
- Contiguity of Probability Measures
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- A test for normality based on the empirical characteristic function
- Goodness-of-fit tests for the exponential and the normal distribution based on the integrated distribution function
This page was built for publication: Testing normality via a distributional fixed point property in the Stein characterization