Characterizations of normal distributions supporting goodness-of-fit tests based on sample skewness and sample kurtosis
From MaRDI portal
(Redirected from Publication:5953735)
Recommendations
- Stability of characterizations of normal distributions based on the conditional expected values of the sample skewness and the sample kurtosis.
- Independence characterizations and testing normality against restricted skewness-kurtosis alternatives
- On the sample characterization criterion for normal distributions
- Optimal goodness-of-fit tests for normality against skewness and kurtosis alternatives
- Characterizations of normal distributions and EDF goodness-of-fit tests
Cited in
(11)- Characterizations of normal distributions and EDF goodness-of-fit tests
- Independence characterizations and testing normality against restricted skewness-kurtosis alternatives
- Characterization and inequalities based on the third moment
- Goodness-of-fit test for skew normality based on energy statistics
- Recurrence formula on the joint distribution of sample skewness and kurtosis under normality
- On the sample characterization criterion for normal distributions
- GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
- On a Class of Symmetric Nonnormal Distributions with a Kurtosis of Three
- Stability of characterizations of normal distributions based on the conditional expected values of the sample skewness and the sample kurtosis.
- Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
- Characterization of normal distribution related to two samples based on regression
This page was built for publication: Characterizations of normal distributions supporting goodness-of-fit tests based on sample skewness and sample kurtosis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5953735)
