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

Faculty of Economics

Research output: Contribution to journal › Article

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

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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

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

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Access to Document

10.1080/00949658608810923