Optimal goodness-of-fit tests for normality against skewness and kurtosis alternatives

DOI10.1016/0378-3758(86)90120-5zbMath0586.62030OpenAlexW2021173610MaRDI QIDQ1071421

Vincent N. La Riccia

Publication date: 1986

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(86)90120-5

zbMATH Keywords

order statisticskurtosissimulation studyskewnessasymptotic powerasymptotically optimalsmall sampleschi-squared random variablescomposite goodness-of-fit hypothesis of normalitysums of squared L-statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (3)

Test of Normality Against Generalized Exponential Power Alternatives ⋮ Censored Kullback-Leibler Information and Goodness-of-Fit Test with Type II Censored Data ⋮ Detection of non-Gaussianity

Cites Work

• Optimal goodness-of-fit tests for location-scale families of distributions based on the sum of squares of L-statistics
• Asymptotic normality of linear combinations of order statistics with a smooth score function
• Approximation Theorems of Mathematical Statistics
• Goodness-of-Fit Tests Based on Nonlinearity in Probability Plots
• An analysis of variance test for normality (complete samples)
• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
• An omnibus test of normality for moderate and large size samples
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