A Correlation Test for Normality Based on the Lévy Characterization
DOI10.1080/03610918.2013.810261zbMATH Open1328.62273OpenAlexW2089504137MaRDI QIDQ5259164FDOQ5259164
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
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Cites Work
- A test of normality with high uniform power.
- An analysis of variance test for normality (complete samples)
- Robust directed tests of normality against heavy-tailed alternatives
- Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
- An empirical power comparison of univariate goodness-of-fit tests for normality
- Some new tests for normality based on U-processes
- An alernative test for normality based on normalized spacings
- Tests for normality based on density estimators of convolutions
- A goodness-of-fit test for normality based on polynomial regression
Cited In (5)
- Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization
- Weighted general cumulative entropy and a goodness of fit for normality
- On a test of normality based on the empirical moment generating function
- Testing normality via a distributional fixed point property in the Stein characterization
- An R package for testing goodness of fit: goft
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