A simple numerical method of checking normality in statistical models

MaRDI QIDQ3634448zbMATH OpenFDO

Authors Isao Shoji

Publication date 25 June 2009

Full work available at URL http://pphmj.com/abstract/3729.htm

zbMATH Keywords

\(\chi^2\) testasymptotic normalityconditional heteroscedasticity modelfinite samplenumerical analysisregression model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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