An Omnibus Test for Univariate and Multivariate Normality
Download full text from publisher
Other versions of this item:
- Jurgen A Doornik & Henrik Hansen, "undated". "An omnibus test for univariate and multivariate normalit," Economics Papers W4&91., Economics Group, Nuffield College, University of Oxford.
References listed on IDEAS
- Jean-Marie Dufour & Abdeljelil Farhat & Lucien Gardiol & Lynda Khalaf, 1998.
"Simulation-based finite sample normality tests in linear regressions,"
Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages 154-173.
- DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien, 1998. "Simulation-Based Finite-Sample Normality Tests in Linear Regressions," Cahiers de recherche 9811, Universite de Montreal, Departement de sciences economiques.
- Srivastava, M. S. & Hui, T. K., 1987. "On assessing multivariate normality based on shapiro-wilk W statistic," Statistics & Probability Letters, Elsevier, vol. 5(1), pages 15-18, January.
- Srivastava, M. S., 1984. "A measure of skewness and kurtosis and a graphical method for assessing multivariate normality," Statistics & Probability Letters, Elsevier, vol. 2(5), pages 263-267, October.
- Bera, A. & John, S., 1983. "Tests for multivariate normality with Pearson alternatives," CORE Discussion Papers RP 534, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
More about this item
StatisticsAccess and download statistics
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:bla:obuest:v:70:y:2008:i:s1:p:927-939. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley Content Delivery). General contact details of provider: http://edirc.repec.org/data/sfeixuk.html .
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 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.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.