On tests for normality

DOI10.1109/18.165450zbMath0782.62094OpenAlexW2051981900MaRDI QIDQ4024554

Y. Steinberg, Ofer Zeitouni

Publication date: 4 February 1993

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.165450

zbMATH Keywords

Gaussian fieldsempirical measureslarge deviations estimatestests for normalityentropy of Gaussian processesgeneralized Neyman-Pearsonmaximal entropy test

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Statistical decision theory (62C99) Large deviations (60F10) Statistical aspects of information-theoretic topics (62B10)

Related Items (3)

A large deviation principle and an expression of the rate function for a discrete stationary Gaussian process ⋮ On large deviations of empirical measures for stationary Gaussian processes ⋮ Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses

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