Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods

DOI10.1080/00949650701730547zbMath1161.62021OpenAlexW2002322701MaRDI QIDQ3615067

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Publication date: 17 March 2009

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650701730547

zbMATH Keywords

empirical characteristic functionempirical distribution functiongoodness-of-fit test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics in engineering and industry; control charts (62P30) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)

Related Items (10)

Testing exponentiality based on characterizations of the exponential distribution ⋮ Inference procedures for the Birnbaum-Saunders distribution and its generalizations ⋮ Goodness-of-Fit Tests Based on Correcting Moments of Entropy Estimators ⋮ Data transformations and goodness-of-fit tests for type-II right censored samples ⋮ Tests of fit for normal inverse Gaussian distributions ⋮ Testing normality based on new entropy estimators ⋮ Specification tests for the response distribution in generalized linear models ⋮ General treatment of goodness-of-fit tests based on Kullback–Leibler information ⋮ Monte Carlo comparison of seven normality tests ⋮ Approximately distribution-free diagnostic tests for regressions with survival data

Cites Work

• Unnamed Item
• Goodness-of-fit tests and model validity. Papers from the international conference, Paris, France, May 29--31, 2000
• Tests for location-scale families based on the empirical characteristic function
• Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
• Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
• Binned goodness-of-fit tests based on the empirical characteristic function
• Recent and classical tests for exponentiality: a partial review with comparisons
• Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
• Orthogonal bases approach for comparing nonnormal continuous distributions
• Fibonacci numbers, Lucas numbers and integrals of certain Gaussian processes
• A test for normality based on the empirical characteristic function

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