A large deviation approach to normality testing

DOI10.1016/j.csda.2004.05.037zbMath1429.62162OpenAlexW2006101498MaRDI QIDQ957241

J. Estevez, L. Moreno, R. Aguilar, J. Sigut, J. Piñeiro, R. L. Marichal

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.2004.05.037

zbMATH Keywords

probabilistic inferenceKullback-Leibler distancelarge deviation theoryBayesian posterior probabilitiesnormality testing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Large deviations (60F10)

Uses Software

• Matlab

Cites Work

• A comparative study of goodness-of-fit tests for multivariate normality
• Statistical decision theory and Bayesian analysis. 2nd ed
• A test of normality with high uniform power.
• A simple test for normality against asymmetric alternatives
• An analysis of variance test for normality (complete samples)
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