Some new tests for normality based on U-processes

Miguel A. Arcones and Yishi Wang

Statistics & Probability Letters, 2006, vol. 76, issue 1, 69-82

Abstract: 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.

Keywords: Test; of; normality; U-processes (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (14)

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