On the correct use of omnibus tests for normality
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
- Urzúa, Carlos M., 1988. "A Class of Maximum-Entropy Multivariate Distributions," EGAP Working Papers 200301, Tecnológico de Monterrey, Campus Ciudad de México.
- Jarque, Carlos M. & Bera, Anil K., 1980. "Efficient tests for normality, homoscedasticity and serial independence of regression residuals," Economics Letters, Elsevier, vol. 6(3), pages 255-259.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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).
- Felix Schindler, 2011. "Long-Term Benegits from Investing in International Securitized Real Estate," International Real Estate Review, Asian Real Estate Society, vol. 14(1), pages 27-60.
- Thadewald, Thorsten & Büning, Herbert, 2004. "Jarque-Bera test and its competitors for testing normality: A power comparison," Discussion Papers 2004/9, Free University Berlin, School of Business & Economics.
- Schindler, Felix & Voronkova, Svitlana, 2010. "Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration," ZEW Discussion Papers 10-051, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center 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.
- Urzúa, Carlos M., 1996. "Omnibus Tests for Multivariate Normality of Observations and Residuals," EGAP Working Papers 200304, Tecnológico de Monterrey, Campus Ciudad de México.
- Saleem Shaik & Sanjoy Bhattacharjee, 2016. "Hierarchical crop yield linear model," Letters in Spatial and Resource Sciences, Springer, vol. 9(2), pages 219-231, July.
- Wuertz, Diethelm & Katzgraber, Helmut, 2009. "Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test," MPRA Paper 19155, University Library of Munich, Germany.
- Iwata, Shinichiro & Sumita, Kazuto & Fujisawa, Mieko, 2012. "Price competition in the spatial real estate market: Allies or rivals?," MPRA Paper 37438, University Library of Munich, Germany.
- Urzua, Carlos M., 2000. "A simple and efficient test for Zipf's law," Economics Letters, Elsevier, vol. 66(3), pages 257-260, March.
- Roland Füss & Felix Schindler, 2011. "Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 12(2), pages 170-191, May.
- Kroencke, Tim Alexander & Schindler, Felix, 2010. "Downside risk optimization in securitized real estate markets," ZEW Discussion Papers 10-034, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Hesham Alogeel & Maher Hasan, 2008. "Understanding the Inflationary Process in the GCC Region; The Case of Saudi Arabia and Kuwait," IMF Working Papers 08/193, International Monetary Fund.
- Shigekazu Nakagawa & Hiroki Hashiguchi & Naoto Niki, 2012. "Improved omnibus test statistic for normality," Computational Statistics, Springer, vol. 27(2), pages 299-317, June.
- Poitras, Geoffrey, 2006. "More on the correct use of omnibus tests for normality," Economics Letters, Elsevier, vol. 90(3), pages 304-309, March.
- 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.
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:eee:ecolet:v:53:y:1996:i:3:p:247-251. 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: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/ecolet .