Some new tests for normality based on U-processes
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Publication:2489792
DOI10.1016/J.SPL.2005.07.003zbMATH Open1085.62047OpenAlexW1995065393MaRDI QIDQ2489792FDOQ2489792
Authors: Miguel A. Arcones, Y. Wang 
Publication date: 28 April 2006
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.07.003
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Cites Work
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- A class of invariant consistent tests for multivariate normality
- A consistent test for multivariate normality based on the empirical characteristic function
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
- Testing for normality in arbitrary dimension
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- Uniform Central Limit Theorems
- A test for normality based on the empirical characteristic function
- An analysis of variance test for normality (complete samples)
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- Limit theorems for \(U\)-processes
- Characterizations of normal distributions and EDF goodness-of-fit tests
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Cited In (19)
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
- Asymptotic properties of conditional U -statistics using delta sequences
- On the asymptotic efficiency of normality tests based on the Shepp property
- Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
- A Correlation Test for Normality Based on the Lévy Characterization
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
- Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data
- Two new tests for multinormality based on U-processes with PP method
- Data transformations and goodness-of-fit tests for type-II right censored samples
- Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- Tests for normality based on density estimators of convolutions
- A new powerful version of the BUS test of normality
- Tables for the Lilliefors and modified Cramer-von Mises tests of normality
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
- On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
- Limit theorems for a class of processes generalizing the U -empirical process
- Two tests for multivariate normality based on the characteristic function
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