The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples

DOI10.1080/03610918.2017.1307397MaRDI QIDQ5084780zbMATH OpenOpenAlexFDO

Authors J. Martin van Zyl

Publication date 28 June 2022

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

Full work available at URL https://arxiv.org/abs/1605.06293

zbMATH Keywords

goodness-of-fitnormality testcumulantempirical characteristic function

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Parametric hypothesis testing (62F03)

Cites work

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• Comments: A review of testing procedures based on the empirical characteristic function
• Comparisons of various types of normality tests
• Comprehensive study of tests for normality and symmetry: extending the Spiegelhalter test
• Empirical Characteristic Function Estimation and Its Applications
• Fast goodness-of-fit tests based on the characteristic function
• Limit behaviour of the empirical characteristic function
• Selected Topics in Characteristic Functions
• Statistical tests based on empirical processes and related questions
• Testing for normality in arbitrary dimension
• The empirical characteristic function and its applications
• The studentized empirical characteristic function and its application to test for the shape of distribution

Cited in

(3)

• Relative efficiencies of goodness of fit procedures for assessing univariate normality
• Logarithmic minimum test for independence in three-way contingency table of small sizes
• Some contributions to practice of \(2\times 2\) contingency tables

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