GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION

DOI10.1081/SAC-100107788zbMATH Open1008.62590OpenAlexW2047044940MaRDI QIDQ4787620FDOQ4787620

Authors: Arjun K. Gupta, Tuhao Chen 

Publication date: 8 January 2003

Published in: Communications in Statistics: Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sac-100107788

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Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistical tables (62Q05)

Cited In (37)

• Diagnostics for skew-normal nonlinear regression models with AR(1) errors
• An empirical likelihood ratio based goodness-of-fit test for skew normality
• 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
• Creation of new univariate distributions: a novel reduction method from a bivariate distribution family
• On testing the skew normal hypothesis
• 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
• Skew-normal semiparametric varying coefficient model and score test
• Normality testing for a long-memory sequence using the empirical moment generating function
• On the Fernández-Steel distribution: inference and application
• Generalized skew-normal models: properties and inference
• Statistical diagnostics for skew-t-normal nonlinear models
• Flexible families of symmetric and asymmetric distributions based on the two-piece skew normal distribution
• A skewed truncated \(t\) 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
• Goodness-of-fit test for skew normality based on energy statistics
• A flexible generalization of the skew normal distribution based on a weighted normal distribution
• 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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