Some new tests for normality based on U-processes

We present two new tests for normality based on U-processes. These tests improve on the Lilliefors tests. We obtain the consistency and asymptotic null distribution of these tests. We present simulations of the power of these tests and of several classical tests for some fixed alternatives. These simulations show that the presented tests are competitive.

MoreLess

Year of publication:	2006
Authors:	Arcones, Miguel A. ; Wang, Yishi
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 1, p. 69-82
Publisher:	Elsevier
Subject:	Test of normality U-processes

More details

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

Persistent link: https://www.econbiz.de/10005319718