Shapiro-Wilk type test of normality under nuisance regression and scale
| Authors | |
|---|---|
| Year of publication | 2007 |
| Type | Article in Periodical |
| Magazine / Source | Computational Statistics & Data Analysis |
| MU Faculty or unit | |
| Citation | |
| Field | Applied statistics, operation research |
| Keywords | Balanced desigh; BLUE of scale parameter; goodness-of-fit test; leverage point; MLE of scale parameter |
| Description | Shapiro-Wilk test of normality with nuisance location and scale parameters is based on the ratio of two estimates of scale, optimal under the normality. It was recently extended by P.K.Sen and the authors to the situation with nuisance regression and scale. The present simulation study shows that both criteria are close for moderate as well for large data sets. |
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