Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/308594 
Year of Publication: 
2022
Citation: 
[Journal:] Statistical Papers [ISSN:] 1613-9798 [Volume:] 64 [Issue:] 3 [Publisher:] Springer [Place:] Berlin, Heidelberg [Year:] 2022 [Pages:] 739-752
Publisher: 
Springer, Berlin, Heidelberg
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 contrast 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 a Gaussian process. We solve the associated integral equation and present the corresponding eigenvalues.
Subjects: 
Test for normality
Integral operator
Fredholm determinant
Persistent Identifier of the first edition: 
Creative Commons License: 
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Document Type: 
Article
Document Version: 
Published Version

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