Penalized power properties of the normality tests in the presence of outliers
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Publication:6050488
DOI10.1080/03610918.2021.1938124OpenAlexW3193432347MaRDI QIDQ6050488FDOQ6050488
Authors: Mustafa Cavus, Berna Yazici, Ahmet Dundar Sezer 
Publication date: 18 September 2023
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2021.1938124
Cites Work
- Vector generalized linear and additive models. With an implementation in R
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- A Test for Normality of Observations and Regression Residuals
- Comparisons of various types of normality tests
- Tests of goodness of fit based on the \(L_2\)-Wasserstein distance
- A comparison of various tests of normality
- A robust modification of the Jarque-Bera test of normality
- An analysis of variance test for normality (complete samples)
- A Test of Goodness of Fit
- Goodness-of-fit tests based on a robust measure of skewness
- Robust directed tests of normality against heavy-tailed alternatives
- A comparison of some new measures of skewness
- An empirical power comparison of univariate goodness-of-fit tests for normality
- An alernative test for normality based on normalized spacings
- Geometric aspects of robust testing for normality and sphericity
- Penalized power approach to compare the power of the tests when Type I error probabilities are different
- On improved volatility modelling by fitting skewness in ARCH models
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