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

DOI10.1016/0167-7152(84)90044-0zbMath0557.62045MaRDI QIDQ761736

A. 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 function; composite hypothesis of normality against general alternatives; difference of two estimates of scale

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62F03: Parametric hypothesis testing

62G30: Order statistics; empirical distribution functions

60E10: Characteristic functions; other transforms

Related Items

Implementing empirical characteristic function procedures, Testing goodness of fit for the distribution of errors in multivariate linear models, On robustness and efficiency of certain statistics involving the empirical characteristic function

Cites Work

• Unnamed Item
• Limit behaviour of the empirical characteristic function
• Weak convergence of the empirical characteristic function
• The empirical characteristic function and its applications
• Testing for Symmetry
• Multivariate empirical characteristic functions
• The studentized empirical characteristic function and its application to test for the shape of distribution
• Some results concerning symmetric distributions
• An analysis of variance test for normality (complete samples)
• An omnibus test of normality for moderate and large size samples
• A test for normality based on the empirical characteristic function
• A test for normality based on the empirical characteristic function