Testing normality using kernel methods

DOI10.1080/1048525021000049649MaRDI QIDQ4435694zbMATH OpenOpenAlexFDO

Authors I. A. Ahmad, A. R. Mugdadi

Publication date 17 November 2003

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/1048525021000049649

zbMATH Keywords

asymptotic normalityindependencekernel methodsbandwidth selectionpower of testskernel contrasts

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Recommendations

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Cites work

• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Nonparametric smoothing and lack-of-fit tests
• Nonparametric testing of closeness between two unknown distribution functions
• Powerful Modified-EDF Goodness-of-Fit Tests
• Testing independence by nonparametric kernel method
• Testing symmetry of an unknown density function by kernel method
• The use of U-statistics for testing normality against nonsymmetric alternatives

Cited in

(8)

• Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization
• The Kernel distribution estimator of functions of random variables
• A one-sample test for normality with kernel methods
• Tests for normality based on density estimators of convolutions
• Analysis of kernel density estimation of functions of random variables
• A bandwidth selection for kernel density estimation of functions of random variables
• Testing additivity by kernel-based methods -- what is a reasonable test?
• Asymptotics and practical aspects of testing normality with kernel methods

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