Using OLS to test for normality

DOI10.1016/J.SPL.2012.07.004MaRDI QIDQ712551zbMATH OpenOpenAlexFDO

Authors Haim Shalit

Publication date 17 October 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.07.004

zbMATH Keywords

Kolmogorov-Smirnov testJarque-Bera testShapiro-Wilk testregression weights

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10)

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• A robust modification of the Jarque-Bera test of normality
• An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
• An analysis of variance test for normality (complete samples)
• More on the correct use of omnibus tests for normality
• Testing normality: a GMM approach
• The distribution of a Lagrange multiplier test of normality

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(3)

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• The Shapley value decomposition of optimal portfolios
• On the General Deviation Measure and the Gini coefficient

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