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

DOI10.1016/0167-7152(84)90044-0zbMATH Open0557.62045OpenAlexW2012423229MaRDI QIDQ761736FDOQ761736

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

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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)

Cites Work

• The empirical characteristic function and its applications
• An omnibus test of normality for moderate and large size samples
• A test for normality based on the empirical characteristic function
• An analysis of variance test for normality (complete samples)
• Title not available (Why is that?)
• Testing for Symmetry
• Some results concerning symmetric distributions
• Limit behaviour of the empirical characteristic function
• Weak convergence of the empirical characteristic function
• Multivariate empirical characteristic functions
• A test for normality based on the empirical characteristic function
• The studentized empirical characteristic function and its application to test for the shape of distribution

Cited In (5)

• 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
• Scale-invariant test of normality based on Polya's characterization

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