A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY

DOI10.1017/S026646661500016XzbMath1441.62606OpenAlexW3125242157MaRDI QIDQ2976208

Zhijie Xiao, Anil K. Bera, Liang Wang, Antonio F. jun. Galvao

Publication date: 28 April 2017

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s026646661500016x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

Related Items (4)

Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization ⋮ Testing normality via a distributional fixed point property in the Stein characterization ⋮ Testing for the Pareto type I distribution: a comparative study ⋮ Density estimation using bootstrap quantile variance and quantile-mean covariance

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