Some new tests for normality based on U-processes

DOI10.1016/j.spl.2005.07.003zbMath1085.62047OpenAlexW1995065393MaRDI QIDQ2489792

Yishi Wang, Miguel A. Arcones

Publication date: 28 April 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.07.003

zbMATH Keywords

tablessimulations

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (12)

On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests ⋮ Tests for normality based on density estimators of convolutions ⋮ Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data ⋮ On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm ⋮ Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data ⋮ Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data ⋮ On the choice of the smoothing parameter for the BHEP goodness-of-fit test ⋮ Data transformations and goodness-of-fit tests for type-II right censored samples ⋮ Two tests for multivariate normality based on the characteristic function ⋮ Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences ⋮ A Correlation Test for Normality Based on the Lévy Characterization ⋮ Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data

Cites Work

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• Limit theorems for \(U\)-processes
• A consistent test for multivariate normality based on the empirical characteristic function
• Characterizations of normal distributions and EDF goodness-of-fit tests
• Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
• Testing for normality in arbitrary dimension
• A class of invariant consistent tests for multivariate normality
• Uniform Central Limit Theorems
• An analysis of variance test for normality (complete samples)
• A test for normality based on the empirical characteristic function

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