Penalized power properties of the normality tests in the presence of outliers
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Publication:6050488
Cites work
- A Test for Normality of Observations and Regression Residuals
- A Test of Goodness of Fit
- A comparison of some new measures of skewness
- A comparison of various tests of normality
- A robust modification of the Jarque-Bera test of normality
- An alernative test for normality based on normalized spacings
- An analysis of variance test for normality (complete samples)
- An empirical power comparison of univariate goodness-of-fit tests for normality
- Comparisons of various types of normality tests
- Geometric aspects of robust testing for normality and sphericity
- Goodness-of-fit tests based on a robust measure of skewness
- Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
- On improved volatility modelling by fitting skewness in ARCH models
- Penalized power approach to compare the power of the tests when Type I error probabilities are different
- Robust directed tests of normality against heavy-tailed alternatives
- Tests of goodness of fit based on the \(L_2\)-Wasserstein distance
- Vector generalized linear and additive models. With an implementation in R
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