A Correlation Test for Normality Based on the Lévy Characterization

DOI10.1080/03610918.2013.810261zbMath1328.62273OpenAlexW2089504137MaRDI QIDQ5259164

José A. Villaseñor-Alva, Elizabeth González-Estrada

Publication date: 24 June 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.810261

zbMATH Keywords

goodness of fitinvariant testJarque-Bera testnormality testShapiro-Wilk testsums of normal variables

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (5)

Weighted general cumulative entropy and a goodness of fit for normality ⋮ Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization ⋮ On a test of normality based on the empirical moment generating function ⋮ Testing normality via a distributional fixed point property in the Stein characterization ⋮ An R package for testing goodness of fit: goft

Uses Software

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Cites Work

• Tests for normality based on density estimators of convolutions
• Robust directed tests of normality against heavy-tailed alternatives
• A goodness-of-fit test for normality based on polynomial regression
• Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
• A test of normality with high uniform power.
• Some new tests for normality based on U-processes
• An empirical power comparison of univariate goodness-of-fit tests for normality
• An alernative test for normality based on normalized spacings
• An analysis of variance test for normality (complete samples)

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