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A TEST FOR NORMALITY OF OBSERVATIONS AND REGRESSION RESIDUALS
被引:1885
作者
:
JARQUE, CM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ILLINOIS,DEPT ECON,CHAMPAIGN,IL 61820
UNIV ILLINOIS,DEPT ECON,CHAMPAIGN,IL 61820
JARQUE, CM
[
1
]
BERA, AK
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ILLINOIS,DEPT ECON,CHAMPAIGN,IL 61820
UNIV ILLINOIS,DEPT ECON,CHAMPAIGN,IL 61820
BERA, AK
[
1
]
机构
:
[1]
UNIV ILLINOIS,DEPT ECON,CHAMPAIGN,IL 61820
来源
:
INTERNATIONAL STATISTICAL REVIEW
|
1987年
/ 55卷
/ 02期
关键词
:
D O I
:
10.2307/1403192
中图分类号
:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号
:
020208 ;
070103 ;
0714 ;
摘要
:
引用
收藏
页码:163 / 172
页数:10
相关论文
共 36 条
[1]
[Anonymous], APPL STATIST
[2]
ASYMPTOTIC VALIDITY OF F-TESTS FOR THE ORDINARY LINEAR-MODEL AND THE MULTIPLE CORRELATION MODEL
[J].
ARNOLD, SF
论文数:
0
引用数:
0
h-index:
0
ARNOLD, SF
.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1980,
75
(372)
:890
-894
[3]
MODEL-SPECIFICATION TESTS - A SIMULTANEOUS APPROACH
[J].
BERA, AK
论文数:
0
引用数:
0
h-index:
0
机构:
PROGRAMAC & PRESUPUESTO,MEXICO CITY,MEXICO
PROGRAMAC & PRESUPUESTO,MEXICO CITY,MEXICO
BERA, AK
;
JARQUE, CM
论文数:
0
引用数:
0
h-index:
0
机构:
PROGRAMAC & PRESUPUESTO,MEXICO CITY,MEXICO
PROGRAMAC & PRESUPUESTO,MEXICO CITY,MEXICO
JARQUE, CM
.
JOURNAL OF ECONOMETRICS,
1982,
20
(01)
:59
-82
[4]
OMNIBUS TEST CONTOURS FOR DEPARTURES FROM NORMALITY BASED ON SQUARE-ROOT B1 AND B2
[J].
BOWMAN, KO
论文数:
0
引用数:
0
h-index:
0
机构:
UNION CARBIDE CORP,COMP SCI DIV,OAK RIDGE,TN 37830
BOWMAN, KO
;
SHENTON, LR
论文数:
0
引用数:
0
h-index:
0
机构:
UNION CARBIDE CORP,COMP SCI DIV,OAK RIDGE,TN 37830
SHENTON, LR
.
BIOMETRIKA,
1975,
62
(02)
:243
-250
[5]
ROBUSTNESS TO NON-NORMALITY OF REGRESSION TESTS
[J].
BOX, GEP
论文数:
0
引用数:
0
h-index:
0
BOX, GEP
;
WATSON, GS
论文数:
0
引用数:
0
h-index:
0
WATSON, GS
.
BIOMETRIKA,
1962,
49
(1-2)
:93
-&
[6]
THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS
[J].
BREUSCH, TS
论文数:
0
引用数:
0
h-index:
0
机构:
AUSTRALIAN NATL UNIV,CANBERRA 2600,ACT,AUSTRALIA
AUSTRALIAN NATL UNIV,CANBERRA 2600,ACT,AUSTRALIA
BREUSCH, TS
;
PAGAN, AR
论文数:
0
引用数:
0
h-index:
0
机构:
AUSTRALIAN NATL UNIV,CANBERRA 2600,ACT,AUSTRALIA
AUSTRALIAN NATL UNIV,CANBERRA 2600,ACT,AUSTRALIA
PAGAN, AR
.
REVIEW OF ECONOMIC STUDIES,
1980,
47
(01)
:239
-253
[7]
RESTRICTED AITKEN ESTIMATION OF SETS OF DEMAND RELATIONS
[J].
BYRON, RP
论文数:
0
引用数:
0
h-index:
0
BYRON, RP
.
ECONOMETRICA,
1970,
38
(06)
:816
-&
[8]
Cox D.R., 1974, THEORETICAL STAT
[9]
TESTING MULTIVARIATE NORMALITY
[J].
COX, DR
论文数:
0
引用数:
0
h-index:
0
COX, DR
;
SMALL, NJH
论文数:
0
引用数:
0
h-index:
0
SMALL, NJH
.
BIOMETRIKA,
1978,
65
(02)
:263
-272
[10]
TESTS FOR DEPARTURE FROM NORMALITY - EMPIRICAL RESULTS FOR DISTRIBUTIONS OF B2 AND SQUARE ROOT B1
[J].
DAGOSTIN.R
论文数:
0
引用数:
0
h-index:
0
机构:
BOSTON UNIV, BOSTON, MA 02215 USA
DAGOSTIN.R
;
PEARSON, ES
论文数:
0
引用数:
0
h-index:
0
机构:
BOSTON UNIV, BOSTON, MA 02215 USA
PEARSON, ES
.
BIOMETRIKA,
1973,
60
(03)
:613
-622
←
1
2
3
4
→
共 36 条
[1]
[Anonymous], APPL STATIST
[2]
ASYMPTOTIC VALIDITY OF F-TESTS FOR THE ORDINARY LINEAR-MODEL AND THE MULTIPLE CORRELATION MODEL
[J].
ARNOLD, SF
论文数:
0
引用数:
0
h-index:
0
ARNOLD, SF
.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1980,
75
(372)
:890
-894
[3]
MODEL-SPECIFICATION TESTS - A SIMULTANEOUS APPROACH
[J].
BERA, AK
论文数:
0
引用数:
0
h-index:
0
机构:
PROGRAMAC & PRESUPUESTO,MEXICO CITY,MEXICO
PROGRAMAC & PRESUPUESTO,MEXICO CITY,MEXICO
BERA, AK
;
JARQUE, CM
论文数:
0
引用数:
0
h-index:
0
机构:
PROGRAMAC & PRESUPUESTO,MEXICO CITY,MEXICO
PROGRAMAC & PRESUPUESTO,MEXICO CITY,MEXICO
JARQUE, CM
.
JOURNAL OF ECONOMETRICS,
1982,
20
(01)
:59
-82
[4]
OMNIBUS TEST CONTOURS FOR DEPARTURES FROM NORMALITY BASED ON SQUARE-ROOT B1 AND B2
[J].
BOWMAN, KO
论文数:
0
引用数:
0
h-index:
0
机构:
UNION CARBIDE CORP,COMP SCI DIV,OAK RIDGE,TN 37830
BOWMAN, KO
;
SHENTON, LR
论文数:
0
引用数:
0
h-index:
0
机构:
UNION CARBIDE CORP,COMP SCI DIV,OAK RIDGE,TN 37830
SHENTON, LR
.
BIOMETRIKA,
1975,
62
(02)
:243
-250
[5]
ROBUSTNESS TO NON-NORMALITY OF REGRESSION TESTS
[J].
BOX, GEP
论文数:
0
引用数:
0
h-index:
0
BOX, GEP
;
WATSON, GS
论文数:
0
引用数:
0
h-index:
0
WATSON, GS
.
BIOMETRIKA,
1962,
49
(1-2)
:93
-&
[6]
THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS
[J].
BREUSCH, TS
论文数:
0
引用数:
0
h-index:
0
机构:
AUSTRALIAN NATL UNIV,CANBERRA 2600,ACT,AUSTRALIA
AUSTRALIAN NATL UNIV,CANBERRA 2600,ACT,AUSTRALIA
BREUSCH, TS
;
PAGAN, AR
论文数:
0
引用数:
0
h-index:
0
机构:
AUSTRALIAN NATL UNIV,CANBERRA 2600,ACT,AUSTRALIA
AUSTRALIAN NATL UNIV,CANBERRA 2600,ACT,AUSTRALIA
PAGAN, AR
.
REVIEW OF ECONOMIC STUDIES,
1980,
47
(01)
:239
-253
[7]
RESTRICTED AITKEN ESTIMATION OF SETS OF DEMAND RELATIONS
[J].
BYRON, RP
论文数:
0
引用数:
0
h-index:
0
BYRON, RP
.
ECONOMETRICA,
1970,
38
(06)
:816
-&
[8]
Cox D.R., 1974, THEORETICAL STAT
[9]
TESTING MULTIVARIATE NORMALITY
[J].
COX, DR
论文数:
0
引用数:
0
h-index:
0
COX, DR
;
SMALL, NJH
论文数:
0
引用数:
0
h-index:
0
SMALL, NJH
.
BIOMETRIKA,
1978,
65
(02)
:263
-272
[10]
TESTS FOR DEPARTURE FROM NORMALITY - EMPIRICAL RESULTS FOR DISTRIBUTIONS OF B2 AND SQUARE ROOT B1
[J].
DAGOSTIN.R
论文数:
0
引用数:
0
h-index:
0
机构:
BOSTON UNIV, BOSTON, MA 02215 USA
DAGOSTIN.R
;
PEARSON, ES
论文数:
0
引用数:
0
h-index:
0
机构:
BOSTON UNIV, BOSTON, MA 02215 USA
PEARSON, ES
.
BIOMETRIKA,
1973,
60
(03)
:613
-622
←
1
2
3
4
→