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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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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