Tests for normality based on the quantile-mean covariance

Zhijie Xiao, Javier Alejo, Gabriel Montes-Rojas, Antonio Galvao, Anil Bera

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Resum

© 2016 StataCorp LP. 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.
Idioma originalAnglès
Pàgines (de-a)1039-1057
RevistaStata Journal
Volum16
Número4
Estat de la publicacióPublicada - 1 de gen. 2016

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