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Some new tests for normality based on U-processes

Published:2006-01 Issue:1 Volume:76 Page:69-82
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Arcones Miguel A.,Wang Yishi

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference18 articles.

1. Limit theorems for U-processes;Arcones;Ann. Probab.,1993

2. A consistent test for multivariate normality based on the empirical characteristic function;Baringhaus;Metrika,1988

3. Testing for normality in arbitrary dimension;Csörgő;Ann. Statist.,1986

4. Some exact tests for normality in the presence of unknown parameters;Csörgő;J. Roy. Statist. Soc. B,1973

5. Decoupling. From Dependence to Independence;de la Peña,1999

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1. Oracle inequalities and upper bounds for kernel conditional U-statistics estimators on manifolds and more general metric spaces associated with operators;Stochastics;2024-08-20

2. Limit Theorems in the Nonparametric Conditional Single-Index U-Processes for Locally Stationary Functional Random Fields under Stochastic Sampling Design;Mathematics;2024-06-27

3. Rates of the Strong Uniform Consistency with Rates for Conditional U-Statistics Estimators with General Kernels on Manifolds;Mathematical Methods of Statistics;2024-06

4. Limit theorems for a class of processes generalizing the U -empirical process;Stochastics;2024-03-12

5. Uniform in number of neighbors consistency and weak convergence of $ k $NN empirical conditional processes and $ k $NN conditional $ U $-processes involving functional mixing data;AIMS Mathematics;2024

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