A robust modification of the Jarque-Bera test of normality

Economics Letters

Volumn 99, Issue 1, 2008, Pages 30-32

  Gel, Yulia R ^a   Gastwirth, Joseph L ^b  

^a UNIVERSITY OF WATERLOO   (Canada)

^b GEORGE WASHINGTON UNIVERSITY   (United States)

Author keywords

Goodness of fit tests; Jarque Bera test; Kurtosis; Robust estimators of scale; Skewness; Test of normality

Indexed keywords

EID: 41049104694     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2007.05.022     Document Type: Article

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