Exploring the statistical applicability of the Poincaré inequality: a test of normality
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DOI: 10.1007/s11749-010-0205-3
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"Testing normality: a GMM approach,"
Journal of Econometrics, Elsevier, vol. 124(1), pages 149-186, January.
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- Christian Bontemps & Nour Meddahi, 2005. "Testing normality: a GMM approach," Post-Print hal-02875105, HAL.
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- 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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More about this item
Keywords
Asymptotic normality; Borovkov–Utev characterization; Normality test; Orthogonal polynomials; Poincaré inequality; 62G10; 62G05; 62G20;All these keywords.
JEL classification:
Statistics
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