On tests for normality

DOI10.1109/18.165450zbMATH Open0782.62094OpenAlexW2051981900MaRDI QIDQ4024554FDOQ4024554

Authors: Y. Steinberg, Ofer Zeitouni 

Publication date: 4 February 1993

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.165450

Recommendations

• scientific article
• ON THE NULL DISTRIBUTIONS OF THE ENTROPY TESTS FOR THE GAUSSIAN AND INVERSE GAUSSIAN MODELS*
• ON THE NULL DISTRIBUTIONS OF THE ENTROPY TESTS FOR THE GAUSSIAN AND INVERSE GAUSSIAN MODELS
• Testing for normality in arbitrary dimension
• scientific article; zbMATH DE number 2169056

zbMATH Keywords

Gaussian fieldsempirical measureslarge deviations estimatestests for normalityentropy of Gaussian processesgeneralized Neyman-Pearsonmaximal entropy test

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Random fields; image analysis (62M40) Large deviations (60F10) Statistical decision theory (62C99)

Cited In (10)

• A large deviation approach to normality testing
• Normality Test Based on a Truncated Mean Characterization
• A large deviation principle and an expression of the rate function for a discrete stationary Gaussian process
• Title not available (Why is that?)
• Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses
• Testing Normality Using Transformed Data
• Testing Gaussianity and linearity for random fields in the frequency domain
• Testing normality in the presence of outliers
• On large deviations of empirical measures for stationary Gaussian processes
• Normal Scores, Normal Plots, and Tests for Normality

This page was built for publication: On tests for normality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4024554)