Pages that link to "Item:Q1019899"
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The following pages link to Robust directed tests of normality against heavy-tailed alternatives (Q1019899):
Displaying 17 items.
- A ratio goodness-of-fit test for the Laplace distribution (Q333994) (← links)
- Asymptotic power of tests of normality under local alternatives (Q538134) (← links)
- A robust modification of the Jarque-Bera test of normality (Q1934702) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- Geometric aspects of robust testing for normality and sphericity (Q2986701) (← links)
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← links)
- An empirical power comparison of univariate goodness-of-fit tests for normality (Q3589960) (← links)
- Small Sample Robust Testing for Normality against Pareto Tails (Q4905913) (← links)
- A powerful and interpretable alternative to the Jarque–Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao's score test on the APD family (Q5036333) (← links)
- A new empirical likelihood ratio goodness of fit test for normality based on moment constraints (Q5082629) (← links)
- Nonparametric bootstrapping for hierarchical data (Q5123632) (← links)
- A Correlation Test for Normality Based on the Lévy Characterization (Q5259164) (← links)
- Test of Normality Against Generalized Exponential Power Alternatives (Q5299067) (← links)
- Methods to Distinguish Between Polynomial and Exponential Tails (Q5418631) (← links)
- Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on <i>λ</i>-th power skewness and kurtosis (Q5880773) (← links)
- Penalized power properties of the normality tests in the presence of outliers (Q6050488) (← links)
- A robust alternative to the Lilliefors test of normality (Q6586556) (← links)
