Improved omnibus test statistic for normality
Author
Abstract
Suggested Citation
DOI: 10.1007/s00180-011-0258-0
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Thorsten Thadewald & Herbert Buning, 2007. "Jarque-Bera Test and its Competitors for Testing Normality - A Power Comparison," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(1), pages 87-105.
- Poitras, Geoffrey, 2006. "More on the correct use of omnibus tests for normality," Economics Letters, Elsevier, vol. 90(3), pages 304-309, March.
- Urzua, Carlos M., 1996. "On the correct use of omnibus tests for normality," Economics Letters, Elsevier, vol. 53(3), pages 247-251, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Agnieszka Wyłomańska & D Robert Iskander & Krzysztof Burnecki, 2020. "Omnibus test for normality based on the Edgeworth expansion," PLOS ONE, Public Library of Science, vol. 15(6), pages 1-36, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- 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.
- Islam, Tanweer ul, 2008. "Normality Testing- A New Direction," MPRA Paper 16452, University Library of Munich, Germany.
- Zanini, Fabio C. & Irwin, Scott H. & Schnitkey, Gary D. & Sherrick, Bruce J., 2000. "Estimating Farm-Level Yield Distributions For Corn And Soybeans In Illinois," 2000 Annual meeting, July 30-August 2, Tampa, FL 21720, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Hayley Jang & Young Hoon Lee & Rodney Fort, 2019. "Winning In Professional Team Sports: Historical Moments," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 103-120, January.
- Urzua, Carlos M., 2000. "A simple and efficient test for Zipf's law," Economics Letters, Elsevier, vol. 66(3), pages 257-260, March.
- Shaw, Charles, 2018. "Regime-Switching And Levy Jump Dynamics In Option-Adjusted Spreads," MPRA Paper 94154, University Library of Munich, Germany, revised 27 May 2019.
- Shazia Kousar & Farhan Ahmed & Amber Pervaiz & Štefan Bojnec, 2021. "Food Insecurity, Population Growth, Urbanization and Water Availability: The Role of Government Stability," Sustainability, MDPI, vol. 13(22), pages 1-19, November.
- Hesham Alogeel & Maher Hasan, 2008. "Understanding the Inflationary Process in the GCC Region: The Case of Saudi Arabia and Kuwait," IMF Working Papers 2008/193, International Monetary Fund.
- Shalit, Haim, 2012.
"Using OLS to test for normality,"
Statistics & Probability Letters, Elsevier, vol. 82(11), pages 2050-2058.
- Haim Shalit, 2009. "Using Ols To Test For Normality," Working Papers 0912, Ben-Gurion University of the Negev, Department of Economics.
- Timothy Kiessling & Lars Isaksson & Burze Yasar, 2016. "Market Orientation and CSR: Performance Implications," Journal of Business Ethics, Springer, vol. 137(2), pages 269-284, August.
- Mehmet Emre Ünsal, 2024. "Causalities Between Exports, Imports, and Total Factor Productivity in Developing Countries: The Case of Türkiye, Brazil, India, and South Africa," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 11(2), pages 186-203, July.
- Kroencke, Tim Alexander & Schindler, Felix, 2010. "Downside risk optimization in securitized real estate markets," ZEW Discussion Papers 10-034, ZEW - Leibniz Centre for European Economic Research.
- Thorsten Thadewald & Herbert Buning, 2007. "Jarque-Bera Test and its Competitors for Testing Normality - A Power Comparison," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(1), pages 87-105.
- Muhammad Aslam & Rehan Ahmad Khan Sherwani & Muhammad Saleem, 2021. "Vague data analysis using neutrosophic Jarque–Bera test," PLOS ONE, Public Library of Science, vol. 16(12), pages 1-9, December.
- Gel, Yulia R., 2010. "Test of fit for a Laplace distribution against heavier tailed alternatives," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 958-965, April.
- Robert Socha & Piotr Wdowiński, 2018. "Crude oil price and speculative activity: a cointegration analysis," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(3), pages 263-304, September.
- Wanfang Chen & Marc G. Genton, 2023. "Are You All Normal? It Depends!," International Statistical Review, International Statistical Institute, vol. 91(1), pages 114-139, April.
- Felix Schindler, 2011. "Long-Term Benefits from Investing in International Securitized Real Estate," International Real Estate Review, Global Social Science Institute, vol. 14(1), pages 27-60.
- Kaloyan Ganev, 2020. "Real-Time vs. Full-Sample Performance of One-Sided and Two-Sided HP Filters. An Application to 27 EU Member States’ GDP Data," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(3), pages 251-272, September.
- Michal Uherek & Milan Stehlík & Luboš Střelec, 2011. "On robust analysis of paycheck: case study," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 59(4), pages 371-378.
More about this item
Keywords
Jarque–Bera test; Kurtosis; Normalizing transformation; Powers; Sampling moments; Skewness;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:27:y:2012:i:2:p:299-317. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.