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

DOI10.1080/03610918.2017.1307397OpenAlexW2964315498MaRDI QIDQ5084780FDOQ5084780

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

• The empirical characteristic function and its applications
• Empirical Characteristic Function Estimation and Its Applications
• Title not available (Why is that?)
• A Test for Normality of Observations and Regression Residuals
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• An analysis of variance test for normality (complete samples)
• A Test of Goodness of Fit
• Selected Topics in Characteristic Functions
• Comprehensive study of tests for normality and symmetry: extending the Spiegelhalter test
• Limit behaviour of the empirical characteristic function
• Title not available (Why is that?)
• Fast goodness-of-fit tests based on the characteristic function
• An empirical power comparison of univariate goodness-of-fit tests for normality
• Statistical tests based on empirical processes and related questions
• The studentized empirical characteristic function and its application to test for the shape of distribution
• An approximation to the limit distribution of the Epps-Pulley test statistic for normality
• Title not available (Why is that?)
• A survey of the theory of characteristic functions
• Comments: A review of testing procedures based on the empirical characteristic function

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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