Tests for normality based on the quantile-mean covariance
Javier Alejo
Center for Distributive, Labor and Social Sciences
Facultad de Ciencias Económicas
Universidad de La Plata
The National Scientific and Technical Research Council (CONICET)
La Plata, Argentina
[email protected]
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Anil Bera
University of Illinois at Urbana–Champaign
Champaign, IL
[email protected]
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Antonio Galvao
University of Iowa
Iowa City, IA
[email protected]
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Gabriel Montes-Rojas
Universitat Autònoma de Barcelona
Barcelona, Spain
[email protected]
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Zhijie Xiao
Boston College
Boston, MA
[email protected]
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Abstract. 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.
View all articles by these authors:
Javier Alejo, Anil Bera, Antonio Galvao, Gabriel Montes-Rojas, Zhijie Xiao
View all articles with these keywords:
qctest, skewness, kurtosis, normality
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