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)
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scientific article; zbMATH DE number 7479819
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English | 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 |
scientific article; zbMATH DE number 7479819 |
Statements
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 (English)
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23 February 2022
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normality test
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asymmetric power distribution
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Lagrange multiplier test
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Rao's score test
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skewness
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kurtosis
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