Testing for Normality When the Sampled Distribution Is Extended Skew-Normal

DOI10.1007/978-3-319-02499-8_15zbMath1407.62198OpenAlexW4427985MaRDI QIDQ4561911

Cinzia Franceschini, Nicola M. R. Loperfido

Publication date: 13 December 2018

Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-02499-8_15

zbMATH Keywords

information matrixmultivariate normalityprojection pursuitstochastic frontier analysisclosing price

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15)

Related Items (2)

Skewness-based projection pursuit: a computational approach ⋮ Data projections by skewness maximization under scale mixtures of skew-normal vectors

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