A robustified Jarque-Bera test for multivariate normality
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kim, Namhyun | - |
dc.date.available | 2020-07-10T06:12:54Z | - |
dc.date.created | 2020-07-06 | - |
dc.date.issued | 2016-03 | - |
dc.identifier.issn | 0165-1765 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/hongik/handle/2020.sw.hongik/8071 | - |
dc.description.abstract | The 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.language | 영어 | - |
dc.language.iso | en | - |
dc.publisher | ELSEVIER SCIENCE SA | - |
dc.subject | SQUARE-ROOT B1 | - |
dc.subject | OF-FIT TESTS | - |
dc.subject | VARIANCE TEST | - |
dc.subject | OMNIBUS TEST | - |
dc.subject | KURTOSIS | - |
dc.subject | SKEWNESS | - |
dc.subject | UNIVARIATE | - |
dc.subject | DEPARTURE | - |
dc.title | A robustified Jarque-Bera test for multivariate normality | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Kim, Namhyun | - |
dc.identifier.doi | 10.1016/j.econlet.2016.01.007 | - |
dc.identifier.scopusid | 2-s2.0-84957563904 | - |
dc.identifier.wosid | 000372692000012 | - |
dc.identifier.bibliographicCitation | ECONOMICS LETTERS, v.140, pp.48 - 52 | - |
dc.relation.isPartOf | ECONOMICS LETTERS | - |
dc.citation.title | ECONOMICS LETTERS | - |
dc.citation.volume | 140 | - |
dc.citation.startPage | 48 | - |
dc.citation.endPage | 52 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | ssci | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Business & Economics | - |
dc.relation.journalWebOfScienceCategory | Economics | - |
dc.subject.keywordPlus | SQUARE-ROOT B1 | - |
dc.subject.keywordPlus | OF-FIT TESTS | - |
dc.subject.keywordPlus | VARIANCE TEST | - |
dc.subject.keywordPlus | OMNIBUS TEST | - |
dc.subject.keywordPlus | KURTOSIS | - |
dc.subject.keywordPlus | SKEWNESS | - |
dc.subject.keywordPlus | UNIVARIATE | - |
dc.subject.keywordPlus | DEPARTURE | - |
dc.subject.keywordAuthor | Goodness of fit test | - |
dc.subject.keywordAuthor | Jarque-Bera test | - |
dc.subject.keywordAuthor | Mardia&apos | - |
dc.subject.keywordAuthor | s test | - |
dc.subject.keywordAuthor | Multivariate normality | - |
dc.subject.keywordAuthor | Power comparison | - |
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