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

Cited In (58)

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Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
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A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality
On testimation of a probability density: the normal case
Assessing multivariate normality: a compendium
On estimating the box-cox transformation to normality
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Omnibus test of normality using the Q statistic
An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives
Simulation study on improved Shapiro-Wilk tests for normality
A class of invariant consistent tests for multivariate normality
Correcting the shapiro-wilkWfor ties
Empirical analysis of daily cash flow time-series and its implications for forecasting
Safety first portfolio choice based on financial and sustainability returns
Comparisons of various types of normality tests
The irrelevance of distributional assumptions on reaction times in multidimensional scaling of same/different judgment tasks
Likelihood ratio tests for multivariate normality
Random field sampling for a simplified model of melt-blowing considering turbulent velocity fluctuations
Robust directed tests of normality against heavy-tailed alternatives
Some p-variate adaptations of the shapiro-wilk test of normality
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Principal envelope model
Testing normality in mixed models using a transformation method
Quantifying predictability in a model with statistical features of the atmosphere
An Appraisal and Bibliography of Tests for Multivariate Normality
New tests for multivariate normality based on Small's and Srivastava's graphical methods
Constrained maximization of the Shapiro-Wilk \(W\) statistic to estimate parameters of the Johnson \(S_{B}\) distribution
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A new large sample goodness of fit test for multivariate normality based on chi squared probability plots
A wavelet-based spectral procedure for steady-state simulation analysis
Sub-dimensional Mardia measures of multivariate skewness and kurtosis
A power study of goodness-of-fit tests for multivariate normality implemented in R
On tests for multivariate normality and associated simulation studies
Testing normality of data on a multivariate grid
The cross-product ratio in bivariate lognormal and gamma distributions, with an application to non-randomized trials
Power analysis of several normality tests: A Monte Carlo simulation study
Tests of Normality of Functional Data

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