Tests for Normality Based on the Quantile-mean Covariance-Reference-Cited by-同舟云学术

Tests for Normality Based on the Quantile-mean Covariance

Published:2016-12 Issue:4 Volume:16 Page:1039-1057
ISSN:1536-867X
Container-title:The Stata Journal: Promoting communications on statistics and Stata
language:en
Short-container-title:The Stata Journal

Author:

Alejo Javier¹,Bera Anil²,Montes-Rojas Gabriel³,Galvao Antonio⁴,Xiao Zhijie⁵

Affiliation:

1. Center for Distributive, Labor and Social Sciences Facultad de Ciencias Económicas Universidad de La Plata The National Scientific and Technical Research Council (CONICET) La Plata, Argentina

2. University of Illinois at Urbana–Champaign Champaign, IL

3. Universitat Autònoma de Barcelona Barcelona, Spain

4. University of Iowa Iowa City, IA

5. Boston College Boston, MA

Abstract

We present a new command, qctest, to implement tests for normality of a random variable based on the quantile-mean covariance. The test procedures are based on recent results by Bera et al. (2016, Econometric Theory 32: 1216–1252) and are an efficient alternative to existing normality tests in the literature.

Publisher

SAGE Publications

Subject

Mathematics (miscellaneous)

Link

http://journals.sagepub.com/doi/pdf/10.1177/1536867X1601600412

Reference40 articles.

1. Tests for Parameter Instability and Structural Change With Unknown Change Point

2. Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

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