Shapiro-Wilk type test of normality under nuisance regression and scale

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Authors

JUREČKOVÁ Jana PICEK Jan

Year of publication 2007
Type Article in Periodical
Magazine / Source Computational Statistics & Data Analysis
MU Faculty or unit

Faculty of Science

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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