An approximation to the limit distribution of the Epps-Pulley test statistic for normality

DOI10.1007/BF02613501zbMATH Open0800.62835MaRDI QIDQ811684FDOQ811684

Norbert Henze

Publication date: 1990

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176265

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Cites Work

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• A consistent test for multivariate normality based on the empirical characteristic function
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• A test for normality based on the empirical characteristic function
• Recent and classical tests for normality - a comparative study

Cited In (22)

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• Normality Test Based on a Truncated Mean Characterization
• Invariant tests for multivariate normality: A critical review
• The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
• On combining the zero bias transform and the empirical characteristic function to test normality
• Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
• On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
• Specification tests for the response distribution in generalized linear models
• Testing normality via a distributional fixed point property in the Stein characterization
• Testing normality in any dimension by Fourier methods in a multivariate Stein equation
• Binned goodness-of-fit tests based on the empirical characteristic function
• Data transformations and goodness-of-fit tests for type-II right censored samples
• A new flexible class of omnibus tests for exponentiality
• A new omnibus test of fit based on a characterization of the uniform distribution
• A class of invariant consistent tests for multivariate normality
• The test of exponentiality based on the mean residual life function revisited
• Are You All Normal? It Depends!
• An empirical power comparison of univariate goodness-of-fit tests for normality
• Testing normality of a large number of populations
• Omnibus tests for the error distribution in the linear regression model
• A Goodness of Fit Test for Normality Based on the Empirical Moment Generating Function
• The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples

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