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Author
Ejsmont Wiktor (Wrocław University of Economics)
Title
A New Test for Normality and Independence
Source
Didactics of Mathematics, 2017, nr 14 (18), s. 27-31, bibliogr. 2 poz.
Keyword
Matematyka, Ekonometria
Mathematics, Econometrics
Note
JEL Classification: C10
summ.
Abstract
In this paper, a new test of normality and independence is proposed. This test is designed through a multivariate empirical characteristic by considering a result form [Ejsmont 2016].(original abstract)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of the Wroclaw University of Economics
Full text
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Bibliography
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  1. Ejsmont W. (2016). A characterization of the normal distribution by the independence of a pair of random vectors. Statistics and Probability Letters. No. 114. Pp. 1-5.
  2. Epps T.W., Lawrence B. (1983). A test for normality based on the empirical characteristic function. Biometrika. No. 70(3). Pp. 723-726.
Cited by
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ISSN
1733-7941
Language
eng
URI / DOI
http://dx.doi.org/10.15611/dm.2017.14.03
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