Testing for normality in linear regression models
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Recommendations
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- scientific article; zbMATH DE number 727684
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Cites work
- A Generalized Extreme Studentized Residual Multiple-Outlier-Detection Procedure in Linear Regression
- A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution
- An omnibus test of normality for moderate and large size samples
- scientific article; zbMATH DE number 3416874 (Why is no real title available?)
- Statistical Applications of the Multivariate Skew Normal Distribution
Cited in
(10)- A goodness-of-fit test for normality based on polynomial regression
- Tests for normality in classes of skew-t alternatives
- Optimal goodness-of-fit tests for normality against skewness and kurtosis alternatives
- Testing for normality in linear regression models using regression and scale equivariant estimators
- Testing normality: a GMM approach
- One sample tests of location for nonnormal symmetric data
- A Test for Normality of Observations and Regression Residuals
- Testing normality based on new entropy estimators
- 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
- Modified entropy estimators for testing normality
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