Testing normality via a distributional fixed point property in the Stein characterization

Autor: Betsch, Steffen, Ebner, Bruno
Rok vydání: 2018
Předmět:
Zdroj: TEST, Volume 29, Issue 1, pages 105-138, (2020)
Druh dokumentu: Working Paper
DOI: 10.1007/s11749-019-00630-0
Popis: We propose two families of tests for the classical goodness-of-fit problem to univariate normality. The new procedures are based on $L^2$-distances of the empirical zero-bias transformation to the normal distribution or the empirical distribution of the data, respectively. Weak convergence results are derived under the null hypothesis, under fixed alternatives as well as under contiguous alternatives. Empirical critical values are provided and a comparative finite-sample power study shows the competitiveness to classical procedures.
Databáze: arXiv