On the correct use of omnibus tests for normality
From MaRDI portal
Publication:1391609
DOI10.1016/S0165-1765(96)00923-8zbMath0901.90054WikidataQ126803673 ScholiaQ126803673MaRDI QIDQ1391609
Publication date: 22 July 1998
Published in: Economics Letters (Search for Journal in Brave)
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Related Items (max. 100)
Multiplicative parameters and estimators: applications in economics and finance ⋮ Recognizing distributions rather than goodness-of-fit testing ⋮ MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION ⋮ On Sample Skewness and Kurtosis ⋮ Power analysis of several normality tests: A Monte Carlo simulation study ⋮ A robustified Jarque-Bera test for multivariate normality ⋮ More on the correct use of omnibus tests for normality ⋮ A robust modification of the Jarque-Bera test of normality ⋮ Critical value functions for likelihood-ratio tests for normality ⋮ A new powerful version of the BUS test of normality ⋮ Graphical comparison of normality tests for unimodal distribution data ⋮ Geometric aspects of robust testing for normality and sphericity ⋮ Hypothesis testing based on a vector of statistics ⋮ A simple and efficient test for Zipf's law ⋮ Model-based fuzzy time series clustering of conditional higher moments ⋮ Small Sample Robust Testing for Normality against Pareto Tails ⋮ Asymptotic power of tests of normality under local alternatives ⋮ An empirical power comparison of univariate goodness-of-fit tests for normality ⋮ Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison ⋮ Improved omnibus test statistic for normality ⋮ Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework ⋮ Multiple subordinated modeling of asset returns: Implications for option pricing
Cites Work
This page was built for publication: On the correct use of omnibus tests for normality