ScholarWorks@Hongik

Detailed Information

Cited 5 time in webofscience Cited 4 time in scopus
Metadata Downloads

A robustified Jarque-Bera test for multivariate normality

Full metadata record
DC Field Value Language
dc.contributor.authorKim, Namhyun-
dc.date.available2020-07-10T06:12:54Z-
dc.date.created2020-07-06-
dc.date.issued2016-03-
dc.identifier.issn0165-1765-
dc.identifier.urihttps://scholarworks.bwise.kr/hongik/handle/2020.sw.hongik/8071-
dc.description.abstractThe Jarque-Bera test and its modifications for univariate normality are generalized to multivariate versions using orthogonalization or an empirical standardization of data. Each modification has strength against some alternative distributions, and all modified test statistics show comparable power to the multivariate Jarque-Bera test. (C) 2016 Elsevier B.V. All rights reserved.-
dc.language영어-
dc.language.isoen-
dc.publisherELSEVIER SCIENCE SA-
dc.subjectSQUARE-ROOT B1-
dc.subjectOF-FIT TESTS-
dc.subjectVARIANCE TEST-
dc.subjectOMNIBUS TEST-
dc.subjectKURTOSIS-
dc.subjectSKEWNESS-
dc.subjectUNIVARIATE-
dc.subjectDEPARTURE-
dc.titleA robustified Jarque-Bera test for multivariate normality-
dc.typeArticle-
dc.contributor.affiliatedAuthorKim, Namhyun-
dc.identifier.doi10.1016/j.econlet.2016.01.007-
dc.identifier.scopusid2-s2.0-84957563904-
dc.identifier.wosid000372692000012-
dc.identifier.bibliographicCitationECONOMICS LETTERS, v.140, pp.48 - 52-
dc.relation.isPartOfECONOMICS LETTERS-
dc.citation.titleECONOMICS LETTERS-
dc.citation.volume140-
dc.citation.startPage48-
dc.citation.endPage52-
dc.type.rimsART-
dc.type.docTypeArticle-
dc.description.journalClass1-
dc.description.journalRegisteredClassssci-
dc.description.journalRegisteredClassscopus-
dc.relation.journalResearchAreaBusiness & Economics-
dc.relation.journalWebOfScienceCategoryEconomics-
dc.subject.keywordPlusSQUARE-ROOT B1-
dc.subject.keywordPlusOF-FIT TESTS-
dc.subject.keywordPlusVARIANCE TEST-
dc.subject.keywordPlusOMNIBUS TEST-
dc.subject.keywordPlusKURTOSIS-
dc.subject.keywordPlusSKEWNESS-
dc.subject.keywordPlusUNIVARIATE-
dc.subject.keywordPlusDEPARTURE-
dc.subject.keywordAuthorGoodness of fit test-
dc.subject.keywordAuthorJarque-Bera test-
dc.subject.keywordAuthorMardia&apos-
dc.subject.keywordAuthors test-
dc.subject.keywordAuthorMultivariate normality-
dc.subject.keywordAuthorPower comparison-
Files in This Item
There are no files associated with this item.
Appears in
Collections
College of Engineering > Department of Science > 1. Journal Articles
Show simple item record

qrcode

Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.

Related Researcher

Researcher Kim, Nam hyun photo

Kim, Nam hyun
Engineering (Applied Science)
Read more

Altmetrics

Total Views & Downloads

CONTACT US

RSS_1.0 RSS_2.0 ATOM_1.0

94, Wausan-ro, Mapo-gu, Seoul, 04066, Korea02-320-1314

COPYRIGHT 2020 HONGIK UNIVERSITY. ALL RIGHTS RESERVED.

Certain data included herein are derived from the © Web of Science of Clarivate Analytics. All rights reserved.
You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.

BROWSE

한국어