caa a22 4500 606196439 CHVBK 20210128100924.0 cr unu---uuuuu 210128e20150901xx s 000 0 eng 10.1007/s10260-014-0292-5 doi (NATIONALLICENCE)springer-10.1007/s10260-014-0292-5 A new powerful version of the BUS test of normality [Elektronische Daten] [Aldo Goia, Ernesto Salinelli, Pascal Sarda] In this paper we introduce a modified version of the BUS test, which we call NBUS (New Borovkov-Utev Statistic). This latter defines a family of goodness of fit tests that can be used to detect normality against alternative hypothesis of which all moments up to the fifth exist. The test statistic depends on empirical moments and real parameters that have to be chosen appropriately. The good abilities of the NBUS with respect to BUS and other powerful normality tests are illustrated by means of a Monte Carlo experiment for finite samples. Besides, we show how an adaptation of NBUS for testing departing from normality due only to kurtosis, leads to comparable performances with classical tests based on the fourth moment. Springer-Verlag Berlin Heidelberg, 2014 Normality test nationallicence Poincaré constant nationallicence Orthogonal polynomials nationallicence Symmetric alternatives nationallicence Goia Aldo Dipartimento di Studi per l'Economia e l'Impresa, Università del Piemonte Orientale, Via Perrone 18, 28100, Novara, Italy aut Salinelli Ernesto Dipartimento di Studi per l'Economia e l'Impresa, Università del Piemonte Orientale, Via Perrone 18, 28100, Novara, Italy aut Sarda Pascal Institut de Mathématiques de Toulouse, Université Paul Sabatier, 118, route de Narbonne, 31062, Toulouse Cedex 9, France aut Statistical Methods & Applications Springer Berlin Heidelberg 24/3(2015-09-01), 449-474 1618-2510 24:3<449 2015 24 10260 https://doi.org/10.1007/s10260-014-0292-5 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s10260-014-0292-5 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Goia Aldo Dipartimento di Studi per l'Economia e l'Impresa, Università del Piemonte Orientale, Via Perrone 18, 28100, Novara, Italy aut NATIONALLICENCE 700 1- Salinelli Ernesto Dipartimento di Studi per l'Economia e l'Impresa, Università del Piemonte Orientale, Via Perrone 18, 28100, Novara, Italy aut NATIONALLICENCE 700 1- Sarda Pascal Institut de Mathématiques de Toulouse, Université Paul Sabatier, 118, route de Narbonne, 31062, Toulouse Cedex 9, France aut NATIONALLICENCE 773 0- Statistical Methods & Applications Springer Berlin Heidelberg 24/3(2015-09-01), 449-474 1618-2510 24:3<449 2015 24 10260