A new empirical likelihood ratio goodness of fit test for normality based on moment constraints
From MaRDI portal
Publication:5082629
DOI10.1080/03610918.2019.1586923zbMath1497.62113OpenAlexW2938491208MaRDI QIDQ5082629
Yong Song Qin, Chioneso Show Marange
Publication date: 21 June 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1586923
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy
- Robust directed tests of normality against heavy-tailed alternatives
- A robust modification of the Jarque-Bera test of normality
- Simple and Exact Empirical Likelihood Ratio Tests for Normality Based on Moment Relations
- An Empirical Likelihood Ratio Test for Normality
- An Optimal Retrospective Change Point Detection Policy
- Some methods of constructing exact tests
- A simple test for normality against asymmetric alternatives
- Nonparametric Statistical Data Modeling
- Statistical Applications of the Multivariate Skew Normal Distribution
- A Test for Normality of Observations and Regression Residuals
- IX. On the problem of the most efficient tests of statistical hypotheses
- An analysis of variance test for normality (complete samples)
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- A Test of Goodness of Fit
