An Empirical Likelihood Ratio Test for Normality

DOI10.1080/03610910601096544zbMath1113.62052OpenAlexW2035688276MaRDI QIDQ3447077

David E. A. Giles, Lauren bin Dong

Publication date: 28 June 2007

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://www.uvic.ca/socialsciences/economics/assets/docs/econometrics/ewp0401.pdf

zbMATH Keywords

tablesMonte Carlo simulationempirical likelihoodtesting for normality

Mathematics Subject Classification ID

Related Items (7)

A moment-based empirical likelihood ratio test for exponentiality using the probability integral transformation ⋮ A new empirical likelihood ratio goodness of fit test for normality based on moment constraints ⋮ An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives ⋮ A simple empirical likelihood ratio test for normality based on the moment constraints of a half-normal distribution ⋮ Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy ⋮ Implementation of a goodness-of-fit test through Khmaladze martingale transformation ⋮ Simple and Exact Empirical Likelihood Ratio Tests for Normality Based on Moment Relations

Cites Work

• Empirical likelihood ratio confidence intervals for a single functional
• Some Large-Sample Tests for Nonnormality in the Linear Regression Model
• An omnibus test of normality for moderate and large size samples

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