An analysis of variance test for normality (complete samples)
From MaRDI portal
Publication:5345396
DOI10.1093/BIOMET/52.3-4.591zbMATH Open0134.36501OpenAlexW2168745915WikidataQ57253423 ScholiaQ57253423MaRDI QIDQ5345396FDOQ5345396
Authors: Samuel Shapiro, Martin Wilk 
Publication date: 1965
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/e4a742a4f0585b4e4069726f6628f4d4285a0827
Recommendations
Cited In (only showing first 100 items - show all)
- A supplement to sowey's bibliography on random number generation and related topics
- A goodness of fit test based on some graphical representation when parameters are estimated
- A goodness-of-fit test with nuisance parameters: Numerical performance
- Shapiro–Francia test compared to other normality test using expectedp-value
- STATISTICAL CONCEPTS AND TECHNIQUES FOR TESTING DEPARTURES FROM NORMALITY IN THE MATHEMATICS TEACHER PREPARATION
- Modified Lilliefors goodness-of-fit test for normality
- Detection of non-Gaussianity
- A new procedure for testing normality based on the \(L_2\) Wasserstein distance
- A simple empirical likelihood ratio test for normality based on the moment constraints of a half-normal distribution
- Managing service facilities with endogenous arrival and service rates
- Simple and exact empirical likelihood ratio tests for normality based on moment relations
- Total least squares solution for compositional data using linear models
- Anomalies in the analysis of calibrated data
- Quadratic nuisance-parameter-free goodness-of-fit tests in the presence of location and scale parameters
- Experimental study of substrate roughness and surfactant effects on the Landau-Levich law
- Grouped data estimation and testing of Gini coefficients using lognormal distributions
- Normality tests for very small sample sizes
- A Correlation Test for Normality Based on the Lévy Characterization
- An overview of tests for exponentiality
- Data driven smooth tests for bivariate normality
- Computation of probability associated with Anderson-Darling statistic
- Financial ratio distribution irregularities: Implications for ratio classification
- Testing lack of fit in regression without replication
- The Power to See: A New Graphical Test of Normality
- A quantile goodness-of-fit test for Cauchy distribution, based on extreme order statistics.
- A fix‐and‐optimize heuristic for the minmax regret shortest path arborescence problem under interval uncertainty
- On the asymptotic normality of test statistics using Song's kurtosis
- Goodness of fit tests via exponential series density estimation
- Testing normality in the presence of outliers
- Shapiro-Wilk-type test of normality under nuisance regression and scale
- Linear combination of concomitants of order statistics with application to testing and estimation
- Partition refinement of component interaction automata
- Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios
- The asymptotic sufficiency of sparse order statistics in tests of fit with nuisance parameters
- Multivariate Homogeneity Testing Using an Extended Concept of Nearest Neighbors
- Goodness-of-fit tests based on Verma Kullback–Leibler information
- Intelligent agent supporting human-multi-robot team collaboration
- Correcting the shapiro-wilkWfor ties
- Simulation and evaluation of the distribution of interest rate risk
- Composite quantile regression for ultra-high dimensional semiparametric model averaging
- A powerful and interpretable alternative to the Jarque–Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao's score test on the APD family
- Forecasting credit spread volatility: evidence from the Japanese Eurobond market
- Independent Component Analysis for the objective classification of globular clusters of the galaxy NGC 5128
- Time series analysis of particle tracking data for molecular motion on the cell membrane
- Quasi-Bayesian modelling of multivariate outliers
- An estimation of Phi divergence and its application in testing normality
- Goodness-of-fit tests and second-order asymptotic relations
- A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY
- Assessing process capability based on the lower confidence bound of \(C_{pk}\) for asymmetric tolerances
- Cramér-von Mises statistics based on the sample quantile function and estimated parameters
- PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE
- Comparison of tests for bivariate normality with unknown parameters by transformation to an univariate statistic
- The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples
- A theoretic study of a distance-based regression model
- A truncated Cramér–von Mises test of normality
- Robust prediction interval estimation for Gaussian processes by cross-validation method
- Path planning for guided passengers during evacuation in subway station based on multi-objective optimization
- Title not available (Why is that?)
- Statistical outlier analysis in litigation support: The case of Paul F. Engler and Cactus Feeders, Inc., v. Oprah Winfrey et al
- Medical diagnostic tests: a review of test anatomy, phases, and statistical treatment of data
- Approximating the tail of the Anderson-Darling distribution
- Assessment of the GPC control quality using non-Gaussian statistical measures
- Testing uniformity based on new entropy estimators
- Agricultural Insurance Ratemaking: Development of a New Premium Principle
- Efficient social distancing during the COVID-19 pandemic: integrating economic and public health considerations
- Simulation of errors in linear regression: an approach based on fixed percentage area
- Max-sum tests for cross-sectional independence of high-dimensional panel data
- Extension of the \(W_ u\) statistic with applications
- General cumulative Kullback–Leibler information
- Normality tests for dependent data: large-sample and bootstrap approaches
- Testing for a unit root in a nonlinear quantile autoregression framework
- Stable honeycomb structures and temperature based trajectory optimization for wire-arc additive manufacturing
- Entropy-based test for generalised Gaussian distributions
- Tailored heuristics in adaptive large neighborhood search applied to the cutwidth minimization problem
- Variables skip-lot sampling plans on the basis of process capability index for products with a low fraction of defectives
- Test for comparing complete expectations of life of two groups
- Biased random-key genetic algorithm for scheduling identical parallel machines with tooling constraints
- Panel data modeling of bank deposits
- Shapiro–Wilk test for skew normal distributions based on data transformations
- Robust tests for normality of errors in regression models
- A goodness of fit test for normality based on the empirical moment generating function
- Density estimation of a unimodal continuous distribution in the presence of outliers
- Exact confidence sets and goodness-of-fit methods for stable distributions
- Linear models with response functions based on the Laplace distribution: statistical formulae and their application to epigenomics
- Local search algorithms for the composite retrieval problem
- An efficient approach in rainfall prediction around Sathanur dam, India, by model based clustering, structural equation modelling (SEM) and artificial neural networks (ANN)
- Discriminating between distributions using feed-forward neural networks
- The irrelevance of distributional assumptions on reaction times in multidimensional scaling of same/different judgment tasks
- New fat-tail normality test based on conditional second moments with applications to finance
- A goodness-of-fit testing approach for normality based on the posterior predictive distribution
- Power of a class of goodness-of-fit tests. I
- Normal probability plots with confidence
- Shear strength testing of consolidated claystones: breakpoint detection of shear stress versus shear displacement curves, a statistical approach
- Calibration of posterior predictive p-values for model checking
- Solving the linear interval tolerance problem for weight initialization of neural networks
- On the order statistics of standard normal-based power method distributions
- Degenerate-generalized likelihood ratio test for one-sided composite hypotheses
- Automated learning of interpretable models with quantified uncertainty
- Monte Carlo integration of non-differentiable functions on \([0,1]^\iota\), \(\iota =1,\ldots, d\), using a single determinantal point pattern defined on \([0,1]^d\)
- Shapiro-Wilk test for multivariate skew-normality
This page was built for publication: An analysis of variance test for normality (complete samples)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5345396)
