Likelihood-ratio tests for normality
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Publication:957233
DOI10.1016/j.csda.2004.05.034zbMath1429.62163OpenAlexW1984835905MaRDI QIDQ957233
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2004.05.034
Related Items (10)
A powerful and interpretable alternative to the Jarque–Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao's score test on the APD family ⋮ Test of Normality Against Generalized Exponential Power Alternatives ⋮ General cumulative Kullback–Leibler information ⋮ Likelihood ratio tests for multivariate normality ⋮ Critical value functions for likelihood-ratio tests for normality ⋮ A comparison of normality testing methods by empirical power and distribution of P -values ⋮ Asymptotic power of tests of normality under local alternatives ⋮ Testing for discontinuity or type of distribution ⋮ An empirical power comparison of univariate goodness-of-fit tests for normality ⋮ A goodness-of-fit test for normality based on polynomial regression
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- A Test of Goodness of Fit
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