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Original Articles

Recent and classical tests for normality - a comparative study

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Pages 363-379 | Received 01 Feb 1988, Published online: 05 Jul 2007

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Zacharias Psaradakis & Marián Vávra. (2020) Normality tests for dependent data: large-sample and bootstrap approaches. Communications in Statistics - Simulation and Computation 49:2, pages 283-304.
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Carlos Tenreiro. (2019) On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests. Journal of Statistical Computation and Simulation 89:10, pages 1780-1797.
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AhmadA. Zghoul & AdnanM. Awad. (2010) Normality Test Based on a Truncated Mean Characterization. Communications in Statistics - Simulation and Computation 39:9, pages 1818-1843.
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Xavier Romão, Raimundo Delgado & Aníbal Costa. (2010) An empirical power comparison of univariate goodness-of-fit tests for normality. Journal of Statistical Computation and Simulation 80:5, pages 545-591.
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Wilbert C.M. Kallenberg & Ledwina Teresa. (1997) Data driven smooth tests for composite hypotheses comparison of powers. Journal of Statistical Computation and Simulation 59:2, pages 101-121.
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Kanta Naito. (1996) On weighting the studentized empirical characteristic function for testing normality. Communications in Statistics - Simulation and Computation 25:1, pages 201-213.
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Geoffrey Poitras. (1992) Testing regression disturbances for normality with stable alternatives: further monte carlo evidence. Journal of Statistical Computation and Simulation 41:1-2, pages 109-123.
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Norbert Henze. (1992) A new flexible class of omnibus tests for exponentiality. Communications in Statistics - Theory and Methods 22:1, pages 115-133.
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L. Landry & Y. Lepage. (1992) Empirical behavior of some tests for normality. Communications in Statistics - Simulation and Computation 21:4, pages 971-999.
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N. Henze & B. Zirkler. (1990) A class of invariant consistent tests for multivariate normality. Communications in Statistics - Theory and Methods 19:10, pages 3595-3617.
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Articles from other publishers (20)

B. Ebner & N. Henze. (2023) Bahadur Efficiencies of the Epps–Pulley Test for Normality. Journal of Mathematical Sciences 273:5, pages 861-870.
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Bruno Ebner & Norbert Henze. (2022) On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality. Statistical Papers 64:3, pages 739-752.
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Yubo Zhu, Jili Rong, Qianqiang Song & Zhipei Wu. (2020) Research on Reliability Evaluation Method of Aerospace Pyrotechnic Devices Based on Energy Measurement. Applied Sciences 10:22, pages 8200.
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David J. SheskinDavid J. Sheskin. 2020. Handbook of Parametric and Nonparametric Statistical Procedures. Handbook of Parametric and Nonparametric Statistical Procedures 1511 1526 .
Steffen Betsch & Bruno Ebner. (2019) Testing normality via a distributional fixed point property in the Stein characterization. TEST 29:1, pages 105-138.
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Christian Goldmann, Bernhard Klar & Simos G. Meintanis. (2014) Data transformations and goodness-of-fit tests for type-II right censored samples. Metrika 78:1, pages 59-83.
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Vilijandas Bagdonavičius, Kruopis Julius & Mikhail S. Nikulin. 2011. Non-parametric Tests for Complete Data. Non-parametric Tests for Complete Data 293 304 .
M.D. Jiménez-Gamero, V. Alba-Fernández, J. Muñoz-García & Y. Chalco-Cano. (2009) Goodness-of-fit tests based on empirical characteristic functions. Computational Statistics & Data Analysis 53:12, pages 3957-3971.
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Carlos Tenreiro. (2009) On the choice of the smoothing parameter for the BHEP goodness-of-fit test. Computational Statistics & Data Analysis 53:4, pages 1038-1053.
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Jurgen A. Doornik & Henrik Hansen. (2008) An Omnibus Test for Univariate and Multivariate Normality*. Oxford Bulletin of Economics and Statistics 70, pages 927-939.
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Carlos Tenreiro. (2007) On the asymptotic behaviour of location-scale invariant Bickel–Rosenblatt tests. Journal of Statistical Planning and Inference 137:1, pages 103-116.
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Scheilla V.C. de Souza & Roberto G. Junqueira. (2005) A procedure to assess linearity by ordinary least squares method. Analytica Chimica Acta 552:1-2, pages 25-35.
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S. Meintanis & N.G. Ushakov. (2004) Binned goodness-of-fit tests based on the empirical characteristic function. Statistics & Probability Letters 69:3, pages 305-314.
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Nikolai G. Ushakov. 1999. Selected Topics in Characteristic Functions. Selected Topics in Characteristic Functions 335 350 .
T.W. Epps. (1999) Limiting behavior of the ICF test for normality under Gram–Charlier alternatives. Statistics & Probability Letters 42:2, pages 175-184.
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M. Hazewinkel. 1997. Encyclopaedia of Mathematics. Encyclopaedia of Mathematics 1 70 .
John F. Boschen & Leonard O. Mills. (1995) Tests of long-run neutrality using permanent monetary and real shocks. Journal of Monetary Economics 35:1, pages 25-44.
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H. Drees & H. Milbrodt. (2008) The one‐sided Kolmogorov‐Smirnov test in signal detection problems with Gaussian white noise. Statistica Neerlandica 48:2, pages 103-116.
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N. Henze. (1990) An approximation to the limit distribution of the epps-pulley test statistic for normality. Metrika 37:1, pages 7-18.
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L. Baringhaus & N. Henze. (1988) A consistent test for multivariate normality based on the empirical characteristic function. Metrika 35:1, pages 339-348.
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