For testing normality we investigate the power of several tests, first of all, the well known test of Jarque and Bera (1980) and furthermore the tests of Kuiper (1960) and Shapiro and Wilk (1965) as well as tests of Kolmogorov-Smirnov and Cramer-von Mises type. The tests on normality are based,...

AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.

The purpose of this paper is to propose a procedure for testing the equality of several regression curves fi in nonparametric regression models when the noise is inhomogeneous. This extends work of Dette and Neumeyer (2001) and it is shown that the new test is asymptotically uniformly more...

In a recent paper Lee and Na (2001) introduced a test for a parametric form of the distribution of the innovations in autoregressive models, which is based on the integrated squared error of the nonparametric density estimate from the residuals and a smoothed version of the parametric fit of the...

For testing normality we investigate the power of several tests, first of all, the well known test of Jarque and Bera (1980) and furthermore the tests of Kuiper (1960) and Shapiro and Wilk (1965) as well as tests of Kolmogorov-Smirnov and Cramer-von Mises type. The tests on normality are based,...