We are happy to announce that our paper
On the use of OWA functions for robustifying the Lilliefors test of goodness-of-fit to a location-scale family
has been accepted for publication in Fuzzy Sets and Systems.
The aim of this paper, authored by Marina Iturrate-Bobes, Raúl Pérez-Fernández and Bernard de Baets, is to construct a robust version of the Lilliefors normality test that is not affected by outliers.
To this end, Ordered Weighted Averaging (OWA) functions are used to bound the range in which the statistic is computed, as well as to provide robust estimates of the mean and standard deviation. Moreover, this robust version can be used to test goodness-of-fit to any distribution, not only the normal distribution. This is explored in Section 3, where an explicit formula for the statistic is provided. Section 4 presents an experimental study in which the role of each parameter is analysed and the potential of the test in the presence of outliers is demonstrated.