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Small Sample Robust Testing for Normality against Pareto Tails

    1.
    SYSNO0351852
    TitleSmall Sample Robust Testing for Normality against Pareto Tails
    Author(s) Stehlík, M. (AT)
    Fabián, Zdeněk (UIVT-O) SAI, RID
    Střelec, L. (CZ)
    Issue dataLinz: Johannes Kepler University, 2010
    Edition IFAS Research Paper Series , 2010-51
    Document TypeVýzkumná zpráva
    Grant51p7, 54p21, 50p14, 54p13, CZ-AT Other public resources
    CEZAV0Z10300504 - UIVT-O (2005-2011)
    Languageeng
    CountryAT
    Keywords Hill estimator * t-Hill estimator * testing for normality * robust tests for normality * returns * power comparison * Pareto tail * consistency * location functional
    URL http://ifas.jku.at/research-paper-series/IFAS-2010-51.pdf
    Permanent Linkhttp://hdl.handle.net/11104/0191507
     
Number of the records: 1  

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