A note on scale estimates based on the empirical characteristic function and their application to test for normality

DOI10.1016/0167-7152(84)90044-0MaRDI QIDQ761736zbMATH OpenOpenAlexFDO

Authors Alan H. Welsh

Publication date 1984

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(84)90044-0

zbMATH Keywords

empirical characteristic functioncomposite hypothesis of normality against general alternativesdifference of two estimates of scale

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30)

Recommendations

• A New Goodness-of-Fit Test Based on the Empirical Characteristic Function
• On combining the zero bias transform and the empirical characteristic function to test normality
• Scale-invariant test of normality based on Polya's characterization
• An analysis of variance test for normality (complete samples)
• A consistent test for multivariate normality based on the empirical characteristic function

Cites work

• scientific article; zbMATH DE number 3742409 (Why is no real title available?)
• A test for normality based on the empirical characteristic function
• A test for normality based on the empirical characteristic function
• An analysis of variance test for normality (complete samples)
• An omnibus test of normality for moderate and large size samples
• Limit behaviour of the empirical characteristic function
• Multivariate empirical characteristic functions
• Some results concerning symmetric distributions
• Testing for Symmetry
• The empirical characteristic function and its applications
• The studentized empirical characteristic function and its application to test for the shape of distribution
• Weak convergence of the empirical characteristic function

Cited in

(5)

• Scale-invariant test of normality based on Polya's characterization
• On robustness and efficiency of certain statistics involving the empirical characteristic function
• On combining the zero bias transform and the empirical characteristic function to test normality
• Testing goodness of fit for the distribution of errors in multivariate linear models
• Implementing empirical characteristic function procedures

This page was built for publication: A note on scale estimates based on the empirical characteristic function and their application to test for normality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q761736)