An Extension of Shapiro and Wilk's W Test for Normality to Large Samples

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(58)

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Shapiro-Francia test compared to other normality test using expected \(p\)-value
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Testing normality of data on a multivariate grid
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Likelihood ratio tests for multivariate normality
Random field sampling for a simplified model of melt-blowing considering turbulent velocity fluctuations
A Generalization of Shapiro–Wilk's Test for Multivariate Normality
Robust directed tests of normality against heavy-tailed alternatives
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Modelling neuromuscular blockade: a stochastic approach based on clinical data
Financial ratio distribution irregularities: Implications for ratio classification
On testimation of a probability density: the normal case
Omnibus test of normality using the Q statistic
Quantifying predictability in a model with statistical features of the atmosphere
Testing normality in the presence of outliers
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Using OLS to test for normality
On tests for multivariate normality and associated simulation studies
Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy
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Some p-variate adaptations of the shapiro-wilk test of normality
Likelihood-ratio tests for normality
Coherent mortality forecasting with generalized linear models: a modified time-transformation approach
A wavelet-based spectral procedure for steady-state simulation analysis
Constrained maximization of the Shapiro-Wilk \(W\) statistic to estimate parameters of the Johnson \(S_{B}\) distribution
Correcting the shapiro-wilkWfor ties
Comparisons of various types of normality tests
The cross-product ratio in bivariate lognormal and gamma distributions, with an application to non-randomized trials
Simulation study on improved Shapiro-Wilk tests for normality
Tests of Normality of Functional Data
An Appraisal and Bibliography of Tests for Multivariate Normality
Empirical analysis of daily cash flow time-series and its implications for forecasting

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