Small sample power of tests of normality when the alternative is an alpha-stable distribution
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References listed on IDEAS
- Aleksander Janicki & Aleksander Weron, 1994. "Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook9401.
- Weron, Rafal, 1996.
"Correction to: "On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables","
20761, University Library of Munich, Germany, revised 2010.
- Rafal Weron, 1996. "Correction to: "On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables"," HSC Research Reports HSC/96/01, Hugo Steinhaus Center, Wroclaw University of Technology.
- Weron, Rafal, 1996. "On the Chambers-Mallows-Stuck method for simulating skewed stable random variables," Statistics & Probability Letters, Elsevier, vol. 28(2), pages 165-171, June.
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- repec:eee:joreco:v:39:y:2017:i:c:p:190-200 is not listed on IDEAS
- Greg Hannsgen, 2012.
"Infinite-variance, alpha-stable shocks in monetary SVAR,"
International Review of Applied Economics,
Taylor & Francis Journals, vol. 26(6), pages 755-786, April.
- Greg Hannsgen, 2010. "Infinite-variance, Alpha-stable Shocks in Monetary SVAR," Economics Working Paper Archive wp_596, Levy Economics Institute.
- Greg Hannsgen, 2011. "Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version," Economics Working Paper Archive wp_682, Levy Economics Institute.
- Di Filippo, Gabriele, 2017. "What Drives Gross Flows in Equity and Investment Fund Shares in Luxembourg?," MPRA Paper 84200, University Library of Munich, Germany, revised 26 Jan 2018.
More about this item
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
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