Tests for normality based on the quantile-mean covariance

被引：4

作者：

Alejo, Javier ^{[1
]}

Bera, Anil ^{[2
]}

Galvao, Antonio ^{[3
]}

Montes-Rojas, Gabriel ^{[4
]}

Xiao, Zhijie ^{[5
]}

机构：

[1] Univ La Plata, Ctr Distribut Labor & Social Sci, Fac Ciencias Econ, CONICET, La Plata, Buenos Aires, Argentina

[2] Univ Illinois, Champaign, IL USA

[3] Univ Iowa, Iowa City, IA USA

[4] Univ Autonoma Barcelona, Barcelona, Spain

[5] Boston Coll, Boston, MA USA

来源：

STATA JOURNAL | 2016年 / 16卷 / 04期

关键词：

st0464; qctest; skewness; kurtosis; normality; EMPIRICAL CHARACTERISTIC FUNCTION; OF-FIT TEST; VARIANCE TEST; TIME-SERIES; DISTRIBUTIONS; PARAMETER; SAMPLES; FORMS; MODEL;

D O I：

10.1177/1536867X1601600412

中图分类号：

O1 [数学]; C [社会科学总论];

学科分类号：

03 ; 0303 ; 0701 ; 070101 ;

摘要：

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.

引用

页码：1039 / 1057

页数：19

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