A robustified Jarque–Bera test for multivariate normality-Reference-Cited by-同舟云学术

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A robustified Jarque–Bera test for multivariate normality

Published:2016-03 Issue: Volume:140 Page:48-52
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Kim Namhyun

Funder

2016 Hongik University Research Fund

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. Distribution of the kurtosis statistic b2 for normal statistics;Anscombe;Biometrika,1983

2. Omnibus test contours for departures from normality based on b1 and b2;Bowman;Biometrika,1975

3. Moment (b1,b2) techniques;Bowman,1986

4. Transformation to normality of the null distribution of g1;D’Agostino;Biometrika,1970

5. Tests for the normal distribution;D’Agostino,1986

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1. Cauchy combination omnibus test for normality;PLOS ONE;2023-08-03

2. A modified test for multivariate normality using second-power skewness and kurtosis;Communications for Statistical Applications and Methods;2023-07-31

3. Complexity-driven product design: part 1—methodological framework and geometrical complexity index;International Journal on Interactive Design and Manufacturing (IJIDeM);2023-07-13

4. Regularized Neural Network for Tide Modeling;Springer Climate;2023

5. Are You All Normal? It Depends!;International Statistical Review;2022-07-07

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