Number of the records: 1
Small Sample Robust Testing for Normality against Pareto Tails
- 1.0351852 - ÚI 2011 AT eng V - Research Report
Stehlík, M. - Fabián, Zdeněk - Střelec, L.
Small Sample Robust Testing for Normality against Pareto Tails.
Linz: Johannes Kepler University, 2010. 27 s. IFAS Research Paper Series, 2010-51.
Grant - others:Aktion(CZ-AT) 51p7, 54p21, 50p14, 54p13
Institutional research plan: CEZ:AV0Z10300504
Source of funding: V - Other public resources
Keywords : Hill estimator * t-Hill estimator * testing for normality * robust tests for normality * returns * power comparison * Pareto tail * consistency * location functional
Subject RIV: BA - General Mathematics
http://ifas.jku.at/research-paper-series/IFAS-2010-51.pdf
Permanent Link: http://hdl.handle.net/11104/0191507
Number of the records: 1