A robust modification of the Jarque–Bera test of normality
By Yulia R. Gel, Joseph L. Gastwirth. 2008
167 citations recorded by the source corpus.
Subfields: Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/2ccd6287e520dda11cbaea0d3e583b125f9d4ce3
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Miguel Angel Uribe-Opazo
- Víctor Leiva
- R. Delgado
- Fabiana Garcia-Papani
- Robert G. Aykroyd
- Aníbal Costa
- X. Romão
In Statistics and Probability
- Miguel Angel Uribe-Opazo
- Víctor Leiva
- R. Delgado
- Fabiana Garcia-Papani
- Robert G. Aykroyd
- Aníbal Costa
- X. Romão
- Narayanaswamy Balakrishnan
Citations in the corpus
- Birnbaum-Saunders spatial regression models: Diagnostics and application to chemical data (2018, methodology): “When using the robust Jarque-Beran test (Gel and Gastwirth, 2008; Stehlı́k t al., 2014), we obtain a p-value less than 0.0001 for the full data set and a p-value of 0.03 for the data set with the mentioned four values removed, that is, we pass from a highly significant result to a non-significant…”
- An empirical power comparison of univariate goodness-of-fit tests for normality (2010, background): “The Gel–Miao–Gastwirth test Gel, Miao and Gastwirth [86] have recently proposed a directed normality test, which focuses on detecting heavier tails and outliers of symmetric distributions.”