Pages that link to "Item:Q1419398"
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The following pages link to Tests of normality based on transformed empirical processes (Q1419398):
Displaying 23 items.
- Kolmogorov tests of normality based on some variants of Polya's characterization (Q504004) (← links)
- Asymptotic power of tests of normality under local alternatives (Q538134) (← links)
- A study of the quantile correlation test for normality (Q619089) (← links)
- Comments on: Goodness-of-fit-tests in mixed models (Q619096) (← links)
- Tests for normality based on density estimators of convolutions (Q625030) (← links)
- A new powerful version of the BUS test of normality (Q893019) (← links)
- Goodness-of-fit tests for continuous regression (Q1023983) (← links)
- Optimal goodness-of-fit tests for normality against skewness and kurtosis alternatives (Q1071421) (← links)
- An exact rank test for scale under normality using Helmert's transformation (Q1072305) (← links)
- Hermite normality tests. (Q1274490) (← links)
- Transformations of the empirical measure and Kolmogorov-Smirnov tests (Q1354514) (← links)
- Independence characterizations and testing normality against restricted skewness-kurtosis alternatives (Q1611798) (← links)
- Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (Q1930624) (← links)
- On a test of normality based on the empirical moment generating function (Q2175636) (← links)
- Testing normality via a distributional fixed point property in the Stein characterization (Q2177728) (← links)
- Some new tests for normality based on U-processes (Q2489792) (← links)
- Testing Normality Using Transformed Data (Q2865255) (← links)
- On simulation powers of new normality tests (Q2985928) (← links)
- Large sample power of absolute moment tests (Q3471380) (← links)
- An empirical power comparison of univariate goodness-of-fit tests for normality (Q3589960) (← links)
- Normalized Johnson's transformation one-sample trimmed t for non-normality (Q4943224) (← links)
- On combining the zero bias transform and the empirical characteristic function to test normality (Q5009790) (← links)
- On two families of tests for normality with empirical description of their performances (Q5262813) (← links)
