Tests for normality in classes of skew-t alternatives
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- Cinzia Carota, 2005. "Symmetric diagnostics for the analysis of the residuals in regression models," Biometrika, Biometrika Trust, vol. 92(4), pages 787-799, December.
- M. C. Jones & M. J. Faddy, 2003. "A skew extension of the t‐distribution, with applications," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 159-174, February.
- Adelchi Azzalini & Antonella Capitanio, 2003. "Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 367-389, May.
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Cited by:
- Dante Amengual & Xinyue Bei & Enrique Sentana, 2022.
"Normal but skewed?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1295-1313, November.
- Dante Amengual & Xinyue Bei & Enrique Sentana, 2021. "Normal but Skewed?," Working Papers wp2021_2104, CEMFI.
- Aldo Goia & Ernesto Salinelli & Pascal Sarda, 2015. "A new powerful version of the BUS test of normality," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(3), pages 449-474, September.
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