N. Papadatos

Hermite Spectra and Kernel Factorization for Gaussian-Weighted Tests of Normality

We study the asymptotic null spectrum of Gaussian-weighted tests of univariate normality with estimated location and scale. Closed Hermite coefficients give equations both away from and at the unperturbed poles. Every positive eigenvalue of the fully standardized covariance is simple, and the odd and even eigenvalues a...