An empirical likelihood ratio based goodness-of-fit test for skew normality
Wei Ning () and
Grace Ngunkeng
Statistical Methods & Applications, 2013, vol. 22, issue 2, 209-226
Abstract:
In this paper, an empirical likelihood ratio based goodness-of-fit test for the skew normality is proposed. The asymptotic results of the test statistic under the null hypothesis and the alternative hypothesis are derived. Simulations indicate that the Type I error of the proposed test can be well controlled for a given nominal level. The power comparison with other available tests shows that the proposed test is competitive. The test is applied to IQ scores data set and Australian Institute of Sport data set to illustrate the testing procedure. Copyright Springer-Verlag Berlin Heidelberg 2013
Keywords: Empirical likelihood; Likelihood ratio; Goodness-of-fit test; Skew normal distribution (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)
Downloads: (external link)
http://hdl.handle.net/10.1007/s10260-012-0218-z (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:stmapp:v:22:y:2013:i:2:p:209-226
Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10260/PS2
DOI: 10.1007/s10260-012-0218-z
Access Statistics for this article
Statistical Methods & Applications is currently edited by Tommaso Proietti
More articles in Statistical Methods & Applications from Springer, Società Italiana di Statistica
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().