Some new tests for normality based on U-processes

DOI10.1016/J.SPL.2005.07.003MaRDI QIDQ2489792zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

tablessimulations

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3733078 (Why is no real title available?)
• scientific article; zbMATH DE number 47948 (Why is no real title available?)
• scientific article; zbMATH DE number 3560401 (Why is no real title available?)
• scientific article; zbMATH DE number 3574768 (Why is no real title available?)
• scientific article; zbMATH DE number 1983901 (Why is no real title available?)
• A class of invariant consistent tests for multivariate normality
• A consistent test for multivariate normality based on the empirical characteristic function
• A test for normality based on the empirical characteristic function
• An analysis of variance test for normality (complete samples)
• Characterizations of normal distributions and EDF goodness-of-fit tests
• Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
• Limit theorems for \(U\)-processes
• Testing for normality in arbitrary dimension
• Uniform Central Limit Theorems

Cited in

(19)

• Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
• Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
• 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
• Tests for normality based on density estimators of convolutions
• Limit theorems for a class of processes generalizing the U -empirical process
• Data transformations and goodness-of-fit tests for type-II right censored samples
• Two new tests for multinormality based on U-processes with PP method
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test
• Asymptotic properties of conditional U -statistics using delta sequences
• 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 asymptotic efficiency of normality tests based on the Shepp property
• Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
• On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests
• Two tests for multivariate normality based on the characteristic function
• Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
• A Correlation Test for Normality Based on the Lévy Characterization

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