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
jalejo@cedlas.org
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Anil Bera
University of Illinois at Urbana–Champaign
Champaign, IL
abera@illinois.edu
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Antonio Galvao
University of Iowa
Iowa City, IA
antonio-galvao@uiowa.edu
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Gabriel Montes-Rojas
Universitat Autònoma de Barcelona
Barcelona, Spain
gabriel.montes@uab.cat
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Zhijie Xiao
Boston College
Boston, MA
zhijie.xiao@bc.edu
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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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