On combining the zero bias transform and the empirical characteristic function to test normality
From MaRDI portal
Publication:5009790
zbMath1477.62107arXiv2002.12085MaRDI QIDQ5009790
Publication date: 6 August 2021
Full work available at URL: https://arxiv.org/abs/2002.12085
Stein's methodnormal distributionempirical characteristic functiongoodness-of-fitzero bias transformation
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10) Convergence of probability measures (60B10)
Related Items
Testing normality in any dimension by Fourier methods in a multivariate Stein equation, Kolmogorov bounds for decomposable random variables and subgraph counting by the Stein-Tikhomirov method, Stein's method meets computational statistics: a review of some recent developments, On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Probability in Banach spaces. Isoperimetry and processes
- A study of the quantile correlation test for normality
- An approximation to the limit distribution of the Epps-Pulley test statistic for normality
- Tests auf Normalverteilung (Tests on normality of distribution)
- A consistent test for multivariate normality based on the empirical characteristic function
- A new approach to the BHEP tests for multivariate normality
- Stein's method and the zero bias transformation with application to simple random sampling
- The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
- Invariant tests for multivariate normality: A critical review
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function
- A new test of multivariate normality by a double estimation in a characterizing PDE
- Testing normality via a distributional fixed point property in the Stein characterization
- A one-sample test for normality with kernel methods
- Recent and classical tests for normality - a comparative study
- Normal Approximation by Stein’s Method
- An empirical power comparison of univariate goodness-of-fit tests for normality
- Tests for departure from normality: Comparison of powers
- A Stein characterisation of the generalized hyperbolic distribution
- A test for Gaussianity in Hilbert spaces via the empirical characteristic functional
- Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces
- A simple proof of the characteristic function of Student’s t-distribution
- On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests
- A Goodness of Fit Test For Normality Based on Balakrishnan-Sanghvi Information
- On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests
- Comparisons of various types of normality tests
- An analysis of variance test for normality (complete samples)
- Comprehensive study of tests for normality and symmetry: extending the Spiegelhalter test
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- A test for normality based on the empirical characteristic function
- Goodness-of-fit tests for the exponential and the normal distribution based on the integrated distribution function