Pages that link to "Item:Q1934702"
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The following pages link to A robust modification of the Jarque-Bera test of normality (Q1934702):
Displayed 18 items.
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- Asymptotic power of tests of normality under local alternatives (Q538134) (← links)
- Using OLS to test for normality (Q712551) (← links)
- Test of fit for a Laplace distribution against heavier tailed alternatives (Q962346) (← links)
- On hyperbolic transformations to normality (Q1658393) (← links)
- A robustified Jarque-Bera test for multivariate normality (Q1668142) (← links)
- Two maxentropic approaches to determine the probability density of compound risk losses (Q2347057) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- Geometric aspects of robust testing for normality and sphericity (Q2986701) (← links)
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← 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)
- 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 new empirical likelihood ratio goodness of fit test for normality based on moment constraints (Q5082629) (← links)
- Tests of normality: new test and comparative study (Q5086398) (← links)
- Penalized power properties of the normality tests in the presence of outliers (Q6050488) (← links)
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
- A comparison of normality testing methods by empirical power and distribution of <i>P</i> -values (Q6083006) (← links)