Detection of non-Gaussianity

DOI10.1080/00949655.2014.983110MaRDI QIDQ5222300zbMATH OpenOpenAlexFDO

Authors Teresa Ledwina, Grzegorz Wyłupek

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://figshare.com/articles/journal_contribution/Detection_of_non_Gaussianity/1250828

zbMATH Keywords

model selectionWasserstein distancegoodness-of-fithigher criticism\(L\)-statisticcorrelation testShapiro-Wilk testtest of normalitysample quantile functionAkaike selection rule

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10)

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Cited in

(5)

• Bump hunting with non-Gaussian kernels
• Quantifying non-gaussianity via the Hellinger distance
• Cosmological non-Gaussian signature detection: comparing performance of different statistical tests
• A new set of tools for goodness-of-fit validation
• Influence analysis of non-Gaussianity by applying projection pursuit

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