Pages that link to "Item:Q3592662"
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The following pages link to Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison (Q3592662):
Displaying 26 items.
- Estimating Box-Cox power transformation parameter via goodness-of-fit tests (Q59066) (← links)
- Projection pursuit based tests of normality with functional data (Q135088) (← links)
- Multiplicative parameters and estimators: applications in economics and finance (Q271948) (← links)
- Asymptotic power of tests of normality under local alternatives (Q538134) (← links)
- Test of fit for a Laplace distribution against heavier tailed alternatives (Q962346) (← links)
- A power comparison and simulation study of goodness-of-fit tests (Q1004854) (← links)
- Robust directed tests of normality against heavy-tailed alternatives (Q1019899) (← links)
- Improved simulated annealing based network model for E-recycling reverse logistics decisions under uncertainty (Q1720913) (← links)
- A robust modification of the Jarque-Bera test of normality (Q1934702) (← links)
- New fat-tail normality test based on conditional second moments with applications to finance (Q2062369) (← links)
- Model-based fuzzy time series clustering of conditional higher moments (Q2237183) (← links)
- Improved omnibus test statistic for normality (Q2512789) (← links)
- Geometric aspects of robust testing for normality and sphericity (Q2986701) (← links)
- An empirical power comparison of univariate goodness-of-fit tests for normality (Q3589960) (← links)
- Small Sample Robust Testing for Normality against Pareto Tails (Q4905913) (← links)
- Statistical power of goodness-of-fit tests based on the empirical distribution function for type-I right-censored data (Q4913937) (← links)
- A powerful and interpretable alternative to the Jarque–Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao's score test on the APD family (Q5036333) (← links)
- A truncated Cramér–von Mises test of normality (Q5076877) (← links)
- On Sample Skewness and Kurtosis (Q5080552) (← links)
- Fitting probability distributions to economic growth: a maximum likelihood approach (Q5138108) (← links)
- Test of Normality Against Generalized Exponential Power Alternatives (Q5299067) (← links)
- Comparisons of various types of normality tests (Q5300739) (← links)
- Gibbs sampling approach to regime switching analysis of financial time series (Q5964593) (← links)
- Penalized power properties of the normality tests in the presence of outliers (Q6050488) (← links)
- Are You All Normal? It Depends! (Q6089882) (← links)
- Detecting and measuring financial cycles in heterogeneous agents models: an empirical analysis (Q6497622) (← links)
