Monte carlo comparison of four normality tests using different entropy estimates

Communications in Statistics Part B: Simulation and Computation

Volumn 30, Issue 4, 2001, Pages 761-785

  Esteban, M D ^a   Castellanos, M E ^a   Morales, D ^a   Vajda, I ^b  

^a MIGUEL HERNÁNDEZ UNIVERSITY   (Spain)

^b INSTITUTE OF MATHEMATICS   (Czech Republic)

Author keywords

Entropy estimator; Entropy test; Table of critical values; Test of normality; Test power; sensitivity contour

Indexed keywords

EID: 31244434475     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAC-100107780     Document Type: Article

References (6)

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2. Vasicek, O. A test for normality based on sample entropy. Journal of the Royal Statistical Society, Ser. B, 1975, 38, 54-59.
3. van Es, B. Estimating functionals related to a density by a class of statistics based on spacings. Scandinavian Journal of Statistics, 1992, 19, 61-72.
4. Correa, J. C. A new estimator of entropy. Communications in Statistics. Theory and Methods, 1995, 24, 2439-2449.
5. Wieczorkowski, R.; Grzegorzewsky, P. Entropy estimators improvements and comparisons. Communications in Statistics-Simulation, 1999, 28, 541-567.
6. Prescott, P. Comparison of tests for normality using stylized sensitivity surfaces. Biometrika, 1976, 63, 285-289.