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

Recommendations

• The distribution of a Lagrange multiplier test of normality
• Testing for normality in linear regression models
• Testing for normally in censored regressions
• Some new normality tests for the error of a linear regression model
• An analysis of variance test for normality (complete samples)

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)

Cited In (only showing first 100 items - show all)

• Risk aggregation in non-life insurance: standard models vs. internal models
• Narrow big data in a stream: computational limitations and regression
• Test of normality against generalized exponential power alternatives
• Testing for correlation between traits under directional evolution
• 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
• A simple empirical likelihood ratio test for normality based on the moment constraints of a half-normal distribution
• Asymptotic variance of test statistics in the ML and QML frameworks
• Hypothesis testing based on a vector of statistics
• Generalized autoregressive moving average models with GARCH errors
• Title not available (Why is that?)
• Comparison of jump-diffusion parameters using passage times estimation
• Estimating diffusion with compound Poisson jumps based on self-normalized residuals
• A novel normality test using an identity transformation of the Gaussian function
• Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model
• Testing distributional assumption of unit-Lindley regression model
• Modeling and complexity of stochastic interacting Lévy type financial price dynamics
• Computation of probability associated with Anderson-Darling statistic
• Estimation under copula-based Markov normal mixture models for serially correlated data
• Some new normality tests for the error of a linear regression model
• Normality tests for dependent data: large-sample and bootstrap approaches
• Traders' networks of interactions and structural properties of financial markets: an agent-based approach
• Shapiro-Francia test compared to other normality test using expected \(p\)-value
• On the power of tests for superexogeneity and structural invariance
• A robust rescaled moment test for normality in regression
• Applying estimated score tests in econometrics
• Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns
• Estimation and decomposition of food price inflation risk
• Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach
• Panel data modeling of bank deposits
• Robust tests for normality of errors in regression models
• An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives
• The perfect marriage and much more: combining dimension reduction, distance measures and covariance
• Glacier parameterization in SLAV numerical weather prediction model
• A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market
• Discriminating between distributions using feed-forward neural networks
• Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables
• Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems
• An estimation of Phi divergence and its application in testing normality
• On the corrections to information matrix tests
• Forecasting Inbound Tourism Demand to China Using Time Series Models and Belief Functions
• Patterns and coherence resonance in the stochastic Swift-Hohenberg equation with Pyragas control: the Turing bifurcation case
• Empirical Evaluation of Hybrid Defaultable Bond Pricing Models
• Testing normality of data on a multivariate grid
• Testing for stationarity with covariates: more powerful tests with non-normal errors
• Tests of normality: new test and comparative study
• Model-based fuzzy time series clustering of conditional higher moments
• Dependence and risk spillover among hedging assets: evidence from Bitcoin, gold, and USD
• How to mitigate the impact of inappropriate distributional settings when the parametric value-at-risk approach is used
• Bad environments, good environments: a non-Gaussian asymmetric volatility model
• Power analysis of several normality tests: A Monte Carlo simulation study
• New goodness-of-fit tests for the error distribution of autoregressive time-series models
• A simple estimator for the characteristic exponent of the stable Paretian distribution
• Behaviour of skewness, kurtosis and normality tests in long memory data
• Statistical tests for normal family in presence of outlying observations
• Model specification tests. A simultaneous approach
• Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
• Mortality regimes and longevity risk in a life annuity portfolio
• An analysis of variance test for normality (complete samples)
• Spurious Regressions with Time-Series Data: Further Asymptotic Results
• Regression Residuals, Moments, and Their Use in Tests for Normality
• Testing normality in econometric models
• Comparison of specification tests for GARCH models
• Improved omnibus test statistic for normality
• Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models?
• Robust error density estimation in ultrahigh dimensional sparse linear model
• Asymptotic power of tests of normality under local alternatives
• Specification tests for the error distribution in GARCH models
• A Bayesian inference for time series via copula-based Markov chain models
• Insights into the macroscopic behavior of equity markets: theory and application
• Heteroscedastic normal-exponential mixture models: Bayesian and classical approaches
• Testing independence in high dimensions using Kendall's tau
• Using OLS to test for normality
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
• Monte Carlo comparison of seven normality tests
• Testing multivariate distributions in GARCH models
• Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes
• Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework
• Goodness-of-fit tests based on the empirical characteristic function
• Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality
• Econometric analysis of private and public wage determination for older workers using a copula and switching regression
• Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
• On the correct use of omnibus tests for normality
• The distribution of a Lagrange multiplier test of normality
• Nonparametric statistical analysis for multiple comparison of machine learning regression algorithms
• On the monitoring of multi-attributes high-quality production processes
• Skewness Reduction Approach in Multi-Attribute Process Monitoring
• INTEGRATION OF GLOBAL CAPITAL MARKETS: AN EMPIRICAL EXPLORATION
• Testing Normality Using Transformed Data
• More on the correct use of omnibus tests for normality
• Near-optimal spectral filtering and error estimation for solving ill-posed problems
• Density analysis of non-Markovian BSDEs and applications to biology and finance
• Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
• Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model
• Empirical analysis of structural change in credit default swap volatility
• A goodness-of-fit test for normality based on polynomial regression
• A comparison of various tests of normality
• Comprehensive study of tests for normality and symmetry: extending the Spiegelhalter test
• On the calculation of the information matrix test in the normal linear regression model
• Estimating Box-Cox power transformation parameter via goodness-of-fit tests
• Testing for mild explosivity and bubbles in LME non-ferrous metals prices

This page was built for publication: A Test for Normality of Observations and Regression Residuals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4725544)