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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
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10260-012-0218-z

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