Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
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Publication:3592662
DOI10.1080/02664760600994539zbMath1119.62334OpenAlexW2142225982MaRDI QIDQ3592662
Thorsten Thadewald, Herbert Büning
Publication date: 13 September 2007
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760600994539
Monte Carlo simulationcritical valuesgoodness-of-fit testskurtosisskewnesspower comparisonShapiro-Wilk testcontaminated normal distributionKuiper testtests of Kolmogorov-Smirnov and Cramér-von Mises type
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Cites Work
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- On the Testing of Regression Disturbances for Normality
- KOLMOGOROV-SMIRNOV- AND CRAMÈR-VON MISES TYPE TWO-SAMPLE TESTS WITH VARIOUS WEIGHT FUNCTIONS
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