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Exploring the statistical applicability of the Poincaré inequality: a test of normality

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  • Aldo Goia
  • Ernesto Salinelli
  • Pascal Sarda

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  • Aldo Goia & Ernesto Salinelli & Pascal Sarda, 2011. "Exploring the statistical applicability of the Poincaré inequality: a test of normality," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 334-352, August.
    • Handle: RePEc:spr:testjl:v:20:y:2011:i:2:p:334-352
    DOI: 10.1007/s11749-010-0205-3
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    References listed on IDEAS

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    1. Bontemps, Christian & Meddahi, Nour, 2005. "Testing normality: a GMM approach," Journal of Econometrics, Elsevier, vol. 124(1), pages 149-186, January.
    2. Prakasa Rao, B. L. S. & Sreehari, M., 1986. "Another characterization of multivariate normal distribution," Statistics & Probability Letters, Elsevier, vol. 4(4), pages 209-210, June.
    3. 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.
    4. Salinelli, Ernesto, 2009. "Nonlinear principal components, II: Characterization of normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 652-660, April.
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    1. 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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