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Volumn 23, Issue 3, 2008, Pages 429-442

Goodness-of-fit tests based on a robust measure of skewness

Author keywords

Jarque Bera test; Robustness; Tail weight

Indexed keywords


EID: 47749119927     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-007-0083-7     Document Type: Article
Times cited : (39)

References (14)
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    • 0242280305 scopus 로고
    • Efficient tests for normality, heteroskedasticity and serial independence of residuals: Monte Carlo evidence
    • Bera A, Jarque C (1981) Efficient tests for normality, heteroskedasticity and serial independence of residuals: Monte Carlo evidence. Econ Lett 7:313-318
    • (1981) Econ Lett , vol.7 , pp. 313-318
    • Bera, A.1    Jarque, C.2
  • 4
    • 47749125980 scopus 로고    scopus 로고
    • A robustification of the Jarque-Bera test of normality
    • Brys G, Hubert M, Struyf A (2004b) A robustification of the Jarque-Bera test of normality. In: COMPSTAT 2004 Proceedings, pp 753-760
    • (2004) COMPSTAT 2004 Proceedings , pp. 753-760
    • Brys, G.1    Hubert, M.2    Struyf, A.3
  • 7
    • 0002203478 scopus 로고    scopus 로고
    • Graphical methods for investigating the size and power of test statistics
    • Davidson R, MacKinnon JG (1998) Graphical methods for investigating the size and power of test statistics. Manchester Sch 66:1-26
    • (1998) Manchester Sch , vol.66 , pp. 1-26
    • Davidson, R.1    MacKinnon, J.G.2
  • 11
    • 84950968334 scopus 로고
    • Least median of squares regression
    • Rousseeuw PJ (1984) Least median of squares regression. J Am Stat Assoc 79:871-881
    • (1984) J Am Stat Assoc , vol.79 , pp. 871-881
    • Rousseeuw, P.J.1
  • 13
    • 0001595204 scopus 로고
    • Table for estimating the goodness of fit of empirical distributions
    • Smirnov NV (1948) Table for estimating the goodness of fit of empirical distributions. Ann Math Stat 19:279-281
    • (1948) Ann Math Stat , vol.19 , pp. 279-281
    • Smirnov, N.V.1
  • 14
    • 0014254846 scopus 로고
    • Probability plotting methods for the analysis of data
    • 1
    • Wilk MB, Gnanadesikan R (1968) Probability plotting methods for the analysis of data. Biometrika 33(1):1-17
    • (1968) Biometrika , vol.33 , pp. 1-17
    • Wilk, M.B.1    Gnanadesikan, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.