On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
Statistics Theory
2021-09-13 v1 Statistics Theory
Abstract
The Shapiro--Wilk test (SW) and the Anderson--Darling test (AD) turned out to be strong procedures for testing for normality. They are joined by a class of tests for normality proposed by Epps and Pulley that, in contrary to SW and AD, have been extended by Baringhaus and Henze to yield easy-to-use affine invariant and universally consistent tests for normality in any dimension. The limit null distribution of the Epps--Pulley test involves a sequences of eigenvalues of a certain integral operator induced by the covariance kernel of the limiting Gaussian process. We solve the associated integral equation and present the corresponding eigenvalues.
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Cite
@article{arxiv.2109.04897,
title = {On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality},
author = {Bruno Ebner and Norbert Henze},
journal= {arXiv preprint arXiv:2109.04897},
year = {2021}
}
Comments
11 pages, 3 Tables