GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
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Cited in
(37)- An empirical likelihood ratio based goodness-of-fit test for skew normality
- Diagnostics for skew-normal nonlinear regression models with AR(1) errors
- Homogeneity diagnostics for skew-normal nonlinear regression models
- Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
- The inverse problem of multivariate and matrix-variate skew normal distributions
- Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data
- On testing the skew normal hypothesis
- Creation of new univariate distributions: a novel reduction method from a bivariate distribution family
- A class of multivariate skew-normal models
- On the sample characterization criterion for normal distributions
- Some skew symmetric inverse reflected distributions
- Variable selection in joint location and scale models of the skew-\(t\)-normal distribution
- On some sampling distributions for skew-normal population
- Matrix variate skew normal distributions
- Normality testing for a long-memory sequence using the empirical moment generating function
- Skew-normal semiparametric varying coefficient model and score test
- On the Fernández-Steel distribution: inference and application
- Generalized skew-normal models: properties and inference
- Statistical diagnostics for skew-t-normal nonlinear models
- A skewed truncated \(t\) distribution
- Flexible families of symmetric and asymmetric distributions based on the two-piece skew normal distribution
- Variable selection in joint location, scale and skewness models of the skew-normal distribution
- Default Bayesian goodness-of-fit tests for the skew-normal model
- Testing skew normality via the moment generating function
- Sequential change-point detection for skew normal distribution
- Shapiro–Wilk test for skew normal distributions based on data transformations
- A flexible generalization of the skew normal distribution based on a weighted normal distribution
- Goodness-of-fit test for skew normality based on energy statistics
- A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function
- Infinite divisibility of skew Gaussian and Laplace laws
- Normal distribution with plasticizing component
- The two-piece normal-Laplace distribution
- Locally optimal test of normality against skew-normality
- Joint modeling of location and scale parameters of the skew-normal distribution
- The Distribution of Stock Returns When the Market Is Up
- Joint distributional expansions of maxima and minima from skew-normal samples
- Information approach for the change-point detection in the skew normal distribution and its applications
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