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math.ST2021
On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
Bruno Ebner, Norbert Henze
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 prop…
math.ST2021
Bahadur efficiencies of the Epps--Pulley test for normality
Bruno Ebner, Norbert Henze
The test for normality suggested by Epps and Pulley (1983) is a serious competitor to tests based on the empirical distribution function. In contrast to the latter procedures, it h…