Tests for departure from normality: Comparison of powers

DOI10.1093/BIOMET/64.2.231zbMATH Open0371.62102OpenAlexW2024741523MaRDI QIDQ4147495FDOQ4147495

Authors:

Publication date: 1977

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/64.2.231

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10)

Cited In (44)

• Goodness-of-fit test for stochastic processes using even empirical moments statistic
• Data-driven smooth tests for the extreme value distribution
• Interpreting the skewness coefficient
• Test of normality against generalized exponential power alternatives
• Power of tests of normality for detecting scale contaminated normal samples
• Normality Test Based on a Truncated Mean Characterization
• Hypothesis testing based on a vector of statistics
• Improved omnibus test statistic for normality
• Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
• A robustified Jarque-Bera test for multivariate normality
• On combining the zero bias transform and the empirical characteristic function to test normality
• Relative efficiencies of goodness of fit procedures for assessing univariate normality
• Asymptotic power of tests of normality under local alternatives
• Was Quetelet’s Average Man Normal?
• Data-driven smooth tests for a location-scale family revisited
• Towards data driven selection of a penalty function for data driven Neyman tests
• End-to-end risk budgeting portfolio optimization with neural networks
• The effect of interaction and rounding error in two-way ANOVA: example of impact on testing for normality
• Testing normality via a distributional fixed point property in the Stein characterization
• Some properties of the tukey g and h family of distributions
• Data driven smooth tests for composite hypotheses comparison of powers
• Assessing multivariate normality: a compendium
• A correlation type procedure for assessing multivariate normality
• The distribution of a Lagrange multiplier test of normality
• Estimating the box-cox transformation via shapiro-wilkWStatistic
• Testing normality in the presence of outliers
• Recent and classical tests for normality - a comparative study
• A tool for systematically comparing the power of tests for normality
• A goodness-of-fit test for normality based on polynomial regression
• Intermediate efficiency of some weighted goodness-of-fit statistics
• Correcting the shapiro-wilkWfor ties
• On simulation powers of new normality tests
• Comparisons of various types of normality tests
• The limit distribution of a modified Shapiro-Wilk statistic for normality to type II censored data
• The irrelevance of distributional assumptions on reaction times in multidimensional scaling of same/different judgment tasks
• Are You All Normal? It Depends!
• Chi-Squared Goodness-of-Fit Tests: Cell Selection and Power
• An empirical power comparison of univariate goodness-of-fit tests for normality
• Test for normality in the econometric disequilibrium markets model
• Adaptive plotting position and test of normality
• A vector-based goodness-of-fit metric for interval-scaled data
• The envelope probability plot as a goodness-of-fit test
• Adaptive estimation in time series regression models
• Measures of multivariate skewness and kurtosis for tests of nonnormality

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