Tests for Normality with Stable Alternatives

Anil K. Bera, Colin R Mckenzie

Research output: Contribution to journalArticle

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 languageEnglish
Pages (from-to)37-52
Number of pages16
JournalJournal of Statistical Computation and Simulation
Volume25
Issue number1-2
DOIs
Publication statusPublished - 1986 Aug 1
Externally publishedYes

Fingerprint

Normality
Disturbance
Regression
Testing
Alternatives
Family
Observation

Keywords

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

ASJC Scopus subject areas

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

Cite this

Tests for Normality with Stable Alternatives. / Bera, Anil K.; Mckenzie, Colin R.

In: Journal of Statistical Computation and Simulation, Vol. 25, No. 1-2, 01.08.1986, p. 37-52.

Research output: Contribution to journalArticle

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