A Correlation Test for Normality Based on the Lévy Characterization

DOI10.1080/03610918.2013.810261zbMath1328.62273MaRDI QIDQ5259164

José A. Villaseñor-Alva, Elizabeth González-Estrada

Publication date: 24 June 2015

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

Full work available at URL: https://doi.org/10.1080/03610918.2013.810261

zbMATH Keywords

goodness of fit; invariant test; Jarque-Bera test; normality test; Shapiro-Wilk test; sums of normal variables

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62E17: Approximations to statistical distributions (nonasymptotic)

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Uses Software

• R

Cites Work

• Tests for normality based on density estimators of convolutions
• Robust directed tests of normality against heavy-tailed alternatives
• A goodness-of-fit test for normality based on polynomial regression
• Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
• A test of normality with high uniform power.
• Some new tests for normality based on U-processes
• An empirical power comparison of univariate goodness-of-fit tests for normality
• An alernative test for normality based on normalized spacings
• An analysis of variance test for normality (complete samples)