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Tests for normality in classes of skew-t alternatives

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  • Carota, Cinzia

Abstract

We construct tests for normality in the Azzalini and Capitanio skew-t and linear skew-t classes of distributions. We also provide an explanation for the presence of the inflection point at zero in the skew-normal log-likelihood when it is obtained from a skew-t log-likelihood with degrees of freedom tending to infinity.

Suggested Citation

  • Carota, Cinzia, 2010. "Tests for normality in classes of skew-t alternatives," Statistics & Probability Letters, Elsevier, vol. 80(1), pages 1-8, January.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:1:p:1-8
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    References listed on IDEAS

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    1. Cinzia Carota, 2005. "Symmetric diagnostics for the analysis of the residuals in regression models," Biometrika, Biometrika Trust, vol. 92(4), pages 787-799, December.
    2. 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.
    3. 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:

    1. 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.
    2. 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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