A truncated Cramér-von Mises test of normality

DOI10.1080/03610926.2018.1465093MaRDI QIDQ5076877zbMATH OpenOpenAlexFDO

Authors Juan Kalemkerian

Publication date 17 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.06230

zbMATH Keywords

Cramér-von Mises statisticempirical processnormality tests

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10)

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Cites work

• A Test of Goodness of Fit
• An analysis of variance test for normality (complete samples)
• An integral formula for the distribution of self-normalized Gaussian random samples
• Asymptotic distributions for quadratic forms with applications to tests of fit
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• Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
• Limit theorems and inequalities for the uniform empirical process indexed by intervals
• Tests of goodness of fit based on the L₂-Wasserstein distance
• Weak convergence of the sample distribution function when parameters are estimated

Cited in

(8)

• Weighted \(W\) test for normality and asymptotics a revisit of Chen--Shapiro test for normality
• Cramér - von Mises - Watson type statistics for testing normality with censored data
• Tables for the Lilliefors and modified Cramer-von Mises tests of normality
• Normality Test Based on a Truncated Mean Characterization
• An analysis of variance test for normality (complete samples)
• Modelling and parameter estimation for discretely observed fractional iterated Ornstein-Uhlenbeck processes
• Truncated Cram\'er-von Mises test of normality
• Comments on: ``On the distribution of wildfire sizes

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