A truncated Cramér–von Mises test of normality

DOI10.1080/03610926.2018.1465093OpenAlexW2963294654MaRDI QIDQ5076877

Juan Kalemkerian

Publication date: 17 May 2022

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

Full work available at URL: https://arxiv.org/abs/1709.06230

zbMATH Keywords

empirical processCramér-von Mises statisticnormality tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Modelling and parameter estimation for discretely observed fractional iterated Ornstein-Uhlenbeck processes

Cites Work

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• Weak convergence of the sample distribution function when parameters are estimated
• Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
• An analysis of variance test for normality (complete samples)
• An integral formula for the distribution of self-normalized Gaussian random samples
• A Test of Goodness of Fit

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