Tests of normality based on transformed empirical processes

DOI10.1023/A:1026235220018zbMath1098.62527OpenAlexW189121346MaRDI QIDQ1419398

Enrique M. Cabaña, Alejandra Cabaña

Publication date: 14 January 2004

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1026235220018

zbMATH Keywords

goodness-of-fit to the normal familytransformed estimated empirical processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Related Items (6)

Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series ⋮ A study of the quantile correlation test for normality ⋮ Comments on: Goodness-of-fit-tests in mixed models ⋮ On simulation powers of new normality tests ⋮ An empirical power comparison of univariate goodness-of-fit tests for normality ⋮ Goodness-of-fit tests for continuous regression

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