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 | |
| 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
Fingerprint Dive into the research topics of 'Tests for Normality with Stable Alternatives'. Together they form a unique fingerprint.
Cite this
Bera, A. K., & McKenzie, C. R. (1986). Tests for Normality with Stable Alternatives. Journal of Statistical Computation and Simulation, 25(1-2), 37-52. https://doi.org/10.1080/00949658608810923