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

A new class of tests for multinormality with i.i.d. and garch data based on the empirical moment generating function

(2018) Norbert Henze et al.   TEST

A new class of tests for multinormality with i.i.d. and garch data based on the empirical moment generating function

(2018) Norbert Henze et al.   TEST

Cramér–von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation

(2017) L. Baringhaus et al.   JOURNAL OF NONPARAMETRIC STATISTICS

The limit distribution of weighted $$L^2$$ L 2 -goodness-of-fit statistics under fixed alternatives, with applications

(2016) L. Baringhaus et al.   ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY

(2015) Anil K. Bera et al.   ECONOMETRIC THEORY

A Correlation Test for Normality Based on the Lévy Characterization

(2014) José A. Villaseñor-Alva et al.   COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests

(2014) J.S. Allison et al.   JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

Comparisons of various types of normality tests

(2011) B. W. Yap et al.   JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

An empirical power comparison of univariate goodness-of-fit tests for normality

(2009) Xavier Romão et al.   JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION