Tests for normality based on the quantile-mean covariance

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

Tests for normality based on the quantile-mean covariance

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

Departament d'Economia Aplicada

Producció científica: Contribució a revista › Article › Recerca › Avaluat per experts

6 Cites (Scopus)

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 original	Anglès
Pàgines (de-a)	1039-1057
Revista	Stata Journal
Volum	16
Número	4
Estat de la publicació	Publicada - 1 de gen. 2016

Altres arxius i enllaços

Com citar-ho

@article{f97a78846227483cac32ca78c85cf742,

title = "Tests for normality based on the quantile-mean covariance",

abstract = "{\textcopyright} 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.",

keywords = "Qctest, Skewness, St0464, Kurtosis, Normality",

author = "Zhijie Xiao and Javier Alejo and Gabriel Montes-Rojas and Antonio Galvao and Anil Bera",

year = "2016",

month = jan,

day = "1",

language = "English",

volume = "16",

pages = "1039--1057",

journal = "Stata Journal",

issn = "1536-867X",

publisher = "SAGE Publications Inc.",

number = "4",

}

TY - JOUR

T1 - Tests for normality based on the quantile-mean covariance

AU - Xiao, Zhijie

AU - Alejo, Javier

AU - Montes-Rojas, Gabriel

AU - Galvao, Antonio

AU - Bera, Anil

PY - 2016/1/1

Y1 - 2016/1/1

N2 - © 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.

AB - © 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.

KW - Qctest

KW - Skewness

KW - St0464

KW - Kurtosis

KW - Normality

UR - https://dialnet.unirioja.es/servlet/articulo?codigo=5804034

UR - https://www.scopus.com/pages/publications/85008406123

M3 - Article

SN - 1536-867X

VL - 16

SP - 1039

EP - 1057

JO - Stata Journal

JF - Stata Journal

IS - 4

ER -

Tests for normality based on the quantile-mean covariance

Resum

Altres arxius i enllaços

Fingerprint

Com citar-ho