More on the correct use of omnibus tests for normality
From MaRDI portal
Publication:1929050
DOI10.1016/j.econlet.2005.08.016zbMath1255.62138MaRDI QIDQ1929050
Publication date: 7 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2005.08.016
Related Items
Using OLS to test for normality, Unbiased estimates for moments and cumulants in linear regression, A new powerful version of the BUS test of normality, A goodness-of-fit test for normality based on polynomial regression, Hypothesis testing based on a vector of statistics, Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework, Improved omnibus test statistic for normality, Normality Test Based on a Truncated Mean Characterization
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the correct use of omnibus tests for normality
- Robust tests for normality of errors in regression models
- Asymptotic Distribution of a Unit Root Process Under Double Truncation
- A Test for Normality of Observations and Regression Residuals
- The ratio of range to standard deviation in the same normal sample
- Simulation‐based finite sample normality tests in linear regressions