Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison

Journal of Applied Statistics - Tập 34 Số 1 - Trang 87-105 - 2007
Thorsten Thadewald1, Herbert Büning1
1Institute for Statistics and Econometrics, Free University Berlin, Germany

Tóm tắt

Từ khóa


Tài liệu tham khảo

10.1214/aoms/1177729437

10.1016/j.jeconom.2004.02.014

Bowman K., 1975, Biometrika, 62, 243

Büning H., 1991, Robuste und Adaptive Tests, 10.1515/9783110854343

10.1081/SAC-100107784

Büning H., 1994, Nichtparametrische Statistische Methoden, 10.1515/9783110902990

10.2307/2285405

D'Agostino R., 1986, Goodness-of-Fit-Techniques

10.2307/2285652

10.1016/0165-1765(80)90024-5

10.2307/1403192

Kuiper N., 1960, Nederl. Akad. Wetensch. Proc., Ser. A, 63, 38, 10.1016/S1385-7258(60)50006-0

10.2307/2284728

Shapiro S., 1965, Biometrika, 52, 591, 10.1093/biomet/52.3-4.591

10.2307/2285889

10.2307/2286009

10.1201/9780203910894

10.1016/S0165-1765(96)00923-8

10.2307/2287373