A note on scale estimates based on the empirical characteristic function and their application to test for normality

We present a test for the composite hypothesis of normality against general alternatives. The test statistic is essentially the difference of two estimates of scale based on the empirical characteristic function. The test is simple to apply and its performance is comparable with that of several other well-known tests of normality.

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Year of publication:	1984
Authors:	Welsh, A. H.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 2.1984, 6, p. 345-348
Publisher:	Elsevier
Subject:	test of normality scale estimate

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137749