Small Sample Robust Testing for Normality against Pareto Tails

0376157 - ÚI 2013 RIV US eng J - Journal Article
Stehlík, M. - Fabián, Zdeněk - Střelec, L.
Small Sample Robust Testing for Normality against Pareto Tails.
Communications in Statistics - Simulation and Computation. Roč. 41, č. 7 (2012), s. 1167-1194. ISSN 0361-0918. E-ISSN 1532-4141
Grant - others:Aktion(CZ-AT) 51p7, 54p21, 50p14, 54p13
Institutional research plan: CEZ:AV0Z10300504
Keywords : consistency * Hill estimator * t-Hill estimator * location functional * Pareto tail * power comparison * returns * robust tests for normality
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.295, year: 2012

Cited: 7

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--- KIM, N. A robustified Jarque-Bera test for multivariate normality. ECONOMICS LETTERS. ISSN 0165-1765, MAR 2016, vol. 140, p. 48-52. [WOS]
--- SIMIC, M. Testing for normality with neural networks. NEURAL COMPUTING & APPLICATIONS. ISSN 0941-0643, DEC 2021, vol. 33, no. 23, p. 16279-16313. [WOS]
--- BOUALI, D.L. - BENATIA, F. - BRAHIMI, B. - CHESNEAU, C. Robust Estimator of Conditional Tail Expectation of Pareto-Type Distribution. JOURNAL OF STATISTICAL THEORY AND PRACTICE. ISSN 1559-8608, MAR 2021, vol. 15, no. 1. [WOS]
--- KIM, N. Omnibus tests for multivariate normality based on Mardia's skewness and kurtosis using normalizing transformation. COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS. ISSN 2287-7843, SEP 2020, vol. 27, no. 5, p. 501-510. [WOS]
--- BARBU, V.S. - KARAGRIGORIOU, A. - MAKRIDES, A. Statistical inference for a general class of distributions with time-varying parameters. JOURNAL OF APPLIED STATISTICS. ISSN 0266-4763, NOV 17 2020, vol. 47, no. 13-15, SI, p. 2354-2373. [WOS]

Permanent Link: http://hdl.handle.net/11104/0208638