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.
- Urzua, Carlos M., 1996. "On the correct use of omnibus tests for normality," Economics Letters, Elsevier, vol. 53(3), pages 247-251, December.
- Poitras, Geoffrey, 2006. "More on the correct use of omnibus tests for normality," Economics Letters, Elsevier, vol. 90(3), pages 304-309, March.
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).
- Tanweer Ul Islam, 2018.
"Preliminary Tests of Homogeneity - Type I Error Rates under Non-Normality,"
Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 6(5), pages 144-150, May.
- Islam, Tanweer, 2016. "Preliminary tests of homogeneity- type I error rates under non-normality," MPRA Paper 84108, University Library of Munich, Germany.
- 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.
- 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.
- Hiromitsu Kobayashi & Chorong Song & Harumi Ikei & Bum-Jin Park & Takahide Kagawa & Yoshifumi Miyazaki, 2017. "Diurnal Changes in Distribution Characteristics of Salivary Cortisol and Immunoglobulin A Concentrations," IJERPH, MDPI, vol. 14(9), pages 1-9, August.
- 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.
- Catarina de Almeida Pinheiro & Bruno Martins & Adélia Nunes & António Bento-Gonçalves & Manuela Laranjeira, 2025. "Driving Factors of Post-Fire Vegetation Regrowth in Mediterranean Forest," Land, MDPI, vol. 14(3), pages 1-19, February.
- 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.
- Coin, Daniele, 2008. "A goodness-of-fit test for normality based on polynomial regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 2185-2198, January.
- 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.
- King, Maxwell L. & Zhang, Xibin & Akram, Muhammad, 2020.
"Hypothesis testing based on a vector of statistics,"
Journal of Econometrics, Elsevier, vol. 219(2), pages 425-455.
- Maxwell King & Xibin Zhang & Muhammad Akram, 2019. "Hypothesis Testing Based on a Vector of Statistics," Monash Econometrics and Business Statistics Working Papers 30/19, Monash University, Department of Econometrics and Business Statistics.
- 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.
- Mynbayev, Kairat & Aipenova, Aziza, 2013. "Testing a differential condition and local normality of densities," MPRA Paper 87045, University Library of Munich, Germany, revised 2014.
- 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 - Leibniz Centre for European Economic Research.
- Urzúa, Carlos M., 1996. "Omnibus Tests for Multivariate Normality of Observations and Residuals," EGAP Working Papers 200304, Tecnológico de Monterrey, Campus Ciudad de México.
- Seonga Cho & Sewon Kim & Bong Joo Lee, 2024. "Correlations between Hotspots of Child Maltreatment and Neighborhood-Level Interventions," Child Indicators Research, Springer;The International Society of Child Indicators (ISCI), vol. 17(5), pages 2099-2121, October.
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.