Recent and classical tests for normality - a comparative study

DOI10.1080/03610918908812764MaRDI QIDQ3471456zbMATH OpenOpenAlexFDO

Authors Ludwig Baringhaus, R. Danschke, Norbert Henze

Publication date 1989

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918908812764

zbMATH Keywords

empirical characteristic functionconsistent proceduresJohnson-system of distributionstests for univariate normality

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

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Cites work

• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 3755667 (Why is no real title available?)
• A test for normality based on the empirical characteristic function
• An Approximate Analysis of Variance Test for Non-Normality Suitable for Machine Calculation
• An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
• Asymptotic distribution of the Shapiro-Wilk W for testing for normality
• Correlation type gogdness-of-fit statistics with censored sampling
• Testing for normality in arbitrary dimension
• Tests for departure from normality: Comparison of powers
• The Probability Plot Correlation Coefficient Test for Normality
• The asymptotic equivalence of some modified Shapiro-Wilks statistics - complete and censored sample cases
• The studentized empirical characteristic function and its application to test for the shape of distribution

Cited in

(23)

• On the choice of the smoothing parameter for the BHEP goodness-of-fit test
• Bahadur efficiencies of the Epps-Pulley test for normality
• A consistent test for multivariate normality based on the empirical characteristic function
• Normality Test Based on a Truncated Mean Characterization
• Goodness-of-fit tests based on empirical characteristic functions
• Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
• On combining the zero bias transform and the empirical characteristic function to test normality
• On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
• Testing normality via a distributional fixed point property in the Stein characterization
• Data driven smooth tests for composite hypotheses comparison of powers
• On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
• On weighting the studentized empirical characteristic function for testing normality
• Normality tests for dependent data: large-sample and bootstrap approaches
• 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 class of invariant consistent tests for multivariate normality
• A comparison of various tests of normality
• On simulation powers of new normality tests
• Comparing the performance of normality tests with ROC analysis and confidence intervals
• An empirical power comparison of univariate goodness-of-fit tests for normality
• On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests
• An approximation to the limit distribution of the Epps-Pulley test statistic for normality

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