A Test for Normality of Observations and Regression Residuals

DOI10.2307/1403192zbMATH Open0616.62092MaRDI QIDQ4725544FDOQ4725544

Authors: Carlos M. Jarque, Anil K. Bera 

Publication date: 1987

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/05c1b378c2d19cffaf285392484b1159f782065c

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zbMATH Keywords

finite sample performancescore testPearson family of distributionsregression disturbancesLagrange multiplier proceduretests for normalityasymptotic power properties

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

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• A Bayesian inference for time series via copula-based Markov chain models
• Insights into the macroscopic behavior of equity markets: theory and application
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