Tests for departure from normality: Comparison of powers

From MaRDI portal
Publication:4147495

DOI10.1093/biomet/64.2.231zbMath0371.62102OpenAlexW2024741523MaRDI QIDQ4147495

No author found.

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




Related Items (42)

Test of Normality Against Generalized Exponential Power AlternativesThe distribution of a Lagrange multiplier test of normalityComparisons of various types of normality testsSome properties of the tukey g and h family of distributionsRelative efficiencies of goodness of fit procedures for assessing univariate normalityRecent and classical tests for normality - a comparative studyA correlation type procedure for assessing multivariate normalityAssessing multivariate normality: a compendiumA robustified Jarque-Bera test for multivariate normalityTesting normality via a distributional fixed point property in the Stein characterizationChi-Squared Goodness-of-Fit Tests: Cell Selection and PowerThe envelope probability plot as a goodness-of-fit testInterpreting the skewness coefficientOn combining the zero bias transform and the empirical characteristic function to test normalityAre You All Normal? It Depends!The limit distribution of a modified Shapiro-Wilk statistic for normality to type II censored dataThe effect of interaction and rounding error in two-way ANOVA: example of impact on testing for normalityA tool for systematically comparing the power of tests for normalityOn simulation powers of new normality testsHypothesis testing based on a vector of statisticsData driven smooth tests for composite hypotheses comparison of powersAdaptive plotting position and test of normalityAdaptive estimation in time series regression modelsAsymptotic power of tests of normality under local alternativesData-driven smooth tests for the extreme value distributionAn empirical power comparison of univariate goodness-of-fit tests for normalityPower of tests of normality for detecting scale contaminated normal samplesTowards data driven selection of a penalty function for data driven Neyman testsData-driven smooth tests for a location-scale family revisitedMeasures of multivariate skewness and kurtosis for tests of nonnormalityCorrecting the shapiro-wilkWfor tiesImproved omnibus test statistic for normalityNormality Test Based on a Truncated Mean CharacterizationThe irrelevance of distributional assumptions on reaction times in multidimensional scaling of same/different judgment tasksTesting normality in the presence of outliersA goodness-of-fit test for normality based on polynomial regressionIntermediate efficiency of some weighted goodness-of-fit statisticsContributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)Test for normality in the econometric disequilibrium markets modelA vector-based goodness-of-fit metric for interval-scaled dataWas Quetelet’s Average Man Normal?Estimating the box-cox transformation via shapiro-wilkWStatistic




This page was built for publication: Tests for departure from normality: Comparison of powers