Robust tests for normality of errors in regression models
From MaRDI portal
Publication:1927718
DOI10.1016/j.econlet.2004.06.008zbMath1255.62039OpenAlexW2075123152MaRDI QIDQ1927718
Publication date: 2 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2004.06.008
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (4)
More on the correct use of omnibus tests for normality ⋮ Testing the normality of errors in regression models with a forward approach ⋮ An empirical power comparison of univariate goodness-of-fit tests for normality ⋮ Testing for normality in linear regression models using regression and scale equivariant estimators
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Least Median of Squares Regression
- A Bivariate Model for the Distribution of √b 1 and b 2
- A Test for Normality of Observations and Regression Residuals
- An analysis of variance test for normality (complete samples)
- A Test of Goodness of Fit
- Econometric applications of high-breakdown robust regression techniques
This page was built for publication: Robust tests for normality of errors in regression models