Recent and classical tests for normality - a comparative study

DOI10.1080/03610918908812764zbMath0695.62120OpenAlexW1966702897MaRDI QIDQ3471456

Ludwig Baringhaus, R. Danschke, Norbert Henze

Publication date: 1989

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918908812764

zbMATH Keywords

empirical characteristic functionconsistent proceduresJohnson-system of distributionstests for univariate normality

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Related Items (20)

On weighting the studentized empirical characteristic function for testing normality ⋮ A class of invariant consistent tests for multivariate normality ⋮ A consistent test for multivariate normality based on the empirical characteristic function ⋮ Normality tests for dependent data: large-sample and bootstrap approaches ⋮ Testing normality via a distributional fixed point property in the Stein characterization ⋮ On combining the zero bias transform and the empirical characteristic function to test normality ⋮ On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests ⋮ On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality ⋮ Bahadur efficiencies of the Epps-Pulley test for normality ⋮ On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests ⋮ Data driven smooth tests for composite hypotheses comparison of powers ⋮ On the choice of the smoothing parameter for the BHEP goodness-of-fit test ⋮ Goodness-of-fit tests based on empirical characteristic functions ⋮ Data transformations and goodness-of-fit tests for type-II right censored samples ⋮ An empirical power comparison of univariate goodness-of-fit tests for normality ⋮ Binned goodness-of-fit tests based on the empirical characteristic function ⋮ Normality Test Based on a Truncated Mean Characterization ⋮ Limiting behavior of the ICF test for normality under Gram-Charlier alternatives ⋮ A new flexible class of omnibus tests for exponentiality ⋮ An approximation to the limit distribution of the Epps-Pulley test statistic for normality

Cites Work

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• Asymptotic distribution of the Shapiro-Wilk W for testing for normality
• The asymptotic equivalence of some modified Shapiro-Wilks statistics - complete and censored sample cases
• Testing for normality in arbitrary dimension
• The studentized empirical characteristic function and its application to test for the shape of distribution
• An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
• The Probability Plot Correlation Coefficient Test for Normality
• An Approximate Analysis of Variance Test for Non-Normality Suitable for Machine Calculation
• Correlation type gogdness-of-fit statistics with censored sampling
• Tests for departure from normality: Comparison of powers
• A test for normality based on the empirical characteristic function

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