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lanzotti
2008 Apr 26
0
Consistency of m-shapiro.test
...er seem to reference the
original literature on the univariate Shapiro Test or implementation
algorithm of the Shapiro test. I was wondering if the procedure used in the
mshapiro.test is published elsewhere.
For direct comparison we selected three alternative distributions used in
Quiroz and Manzotti (2001):
1) Gaussian mixture-bimodal (GM) - (1=2)N (0; Iq) + (1=2)N (3; Iq),
2) Uniformdistribution on the unit cube [0; 1]q, and
3) distribution having i.i.d. coordinates with the
Logistic distribution.
We evaluate the power of each statistic(1) energy statistic of Szekely and
Rizzo, and 2)...