A generalized normal scores test that increases the power of a test of significance for a coefficient in a linear model

DOI10.1080/03610926.2021.1987471OpenAlexW3207292101MaRDI QIDQ6107608

Thomas W. O'Gorman

Publication date: 3 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.1987471

zbMATH Keywords

robust testrank-based testskewed errorsinverse normal transformation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Skew scale mixtures of normal distributions: properties and estimation
• A Probability Distribution and Its Uses in Fitting Data
• Adaptive Tests of Significance Using Permutations of Residuals with R and SAS®
• An Elementary Method for Obtaining Lower Bounds on the Asymptotic Power of Rank Tests
• A general class of multivariate skew-elliptical distributions
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