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 |
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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 journal › Article
}
TY - JOUR
T1 - Tests for Normality with Stable Alternatives
AU - Bera, Anil K.
AU - Mckenzie, Colin R
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.
KW - Lagrange multiplier test
KW - simulated critical value
KW - simulation study
KW - stable family test for normality
UR - http://www.scopus.com/inward/record.url?scp=0347446857&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0347446857&partnerID=8YFLogxK
U2 - 10.1080/00949658608810923
DO - 10.1080/00949658608810923
M3 - Article
VL - 25
SP - 37
EP - 52
JO - Journal of Statistical Computation and Simulation
JF - Journal of Statistical Computation and Simulation
SN - 0094-9655
IS - 1-2
ER -