Tests for Normality with Stable Alternatives

Anil K. Bera; Colin R. McKenzie

doi:10.1080/00949658608810923

Tests for Normality with Stable Alternatives

Anil K. Bera, Colin R. McKenzie

Research output: Contribution to journal › Article › peer-review

9 Citations (Scopus)

Abstract

This paper is concerned with testing normality of observations and regression disturbances when the alternative belongs to the stable family.

Original language	English
Pages (from-to)	37-52
Number of pages	16
Journal	Journal of Statistical Computation and Simulation
Volume	25
Issue number	1-2
DOIs	https://doi.org/10.1080/00949658608810923
Publication status	Published - 1986 Aug 1
Externally published	Yes

Keywords

Lagrange multiplier test
simulated critical value
simulation study
stable family test for normality

ASJC Scopus subject areas

Statistics and Probability
Modelling and Simulation
Statistics, Probability and Uncertainty
Applied Mathematics

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title = "Tests for Normality with Stable Alternatives",

abstract = "This paper is concerned with testing normality of observations and regression disturbances when the alternative belongs to the stable family.",

keywords = "Lagrange multiplier test, simulated critical value, simulation study, stable family test for normality",

author = "Bera, {Anil K.} and McKenzie, {Colin R.}",

note = "Funding Information: The authors would like to thank an anonymous referee for helpful comments and Mr. Nader Nami for research assistance. The first author acknowledges the research support of the Research Board and the Bureau of Economic and Business Research of the University of Illinois. The second author acknowledges the financial support of the Japanese Department of Education and the Economic Planning Agency. The views and opinions expressed in this paper are not necessarily the views of the Economic Planning Agency.",

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AU - McKenzie, Colin R.

N1 - Funding Information: The authors would like to thank an anonymous referee for helpful comments and Mr. Nader Nami for research assistance. The first author acknowledges the research support of the Research Board and the Bureau of Economic and Business Research of the University of Illinois. The second author acknowledges the financial support of the Japanese Department of Education and the Economic Planning Agency. The views and opinions expressed in this paper are not necessarily the views of the Economic Planning Agency.

PY - 1986/8/1

Y1 - 1986/8/1

N2 - This paper is concerned with testing normality of observations and regression disturbances when the alternative belongs to the stable family.

AB - This paper is concerned with testing normality of observations and regression disturbances when the alternative belongs to the stable family.

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KW - simulated critical value

KW - simulation study

KW - stable family test for normality

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Tests for Normality with Stable Alternatives

Abstract

Keywords

ASJC Scopus subject areas

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