A note on the rubustness of the lilliefors test for univariate normality with respect to equicorrelated data

DOI10.1080/03610928608829253zbMath0606.62032OpenAlexW1986219136MaRDI QIDQ3745056

Virgil R. Marco, Dean M. Young, Danny W. Turner

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829253

zbMATH Keywords

robustnessintraclass correlation modelLilliefors testequicorrelated observationsindependent-data assumptionstudentized sample valuesunivariate normality

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices ⋮ Independence distribution preserving joint covariance structures for the multivariate two-group case ⋮ A note on the effect of simple equicorrelation in detecting a spurious multivariate observation ⋮ A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic

Cites Work

• Determining the effects of intraclass correlation on factorial experiments
• Effect of equicorrelation in detecting a spurious observation
• Effect of Intraclass Correlation on Confidence Coefficients of Confidence Sets Based on Chi-Square Statistics
• Effect of correlation on the estimation of a mean in the presence of spurious observations

This page was built for publication: A note on the rubustness of the lilliefors test for univariate normality with respect to equicorrelated data