The DOI matches its Crossref record; 30 of the 30 references it cites were found in a registry or an index.
An Omnibus Test for Univariate and Multivariate Normality*
Abstract
We suggest a convenient version of the omnibus test for normality, using skewness and kurtosis based on Shenton and Bowman [Journal of the American Statistical Association (1977) Vol. 72, pp. 206–211], which controls well for size, for samples as low as 10 observations. A multivariate version is introduced. Size and power are investigated in comparison with four other tests for multivariate normality. The first power experiments consider the whole skewness–kurtosis plane; the second use a bivariate distribution which has normal marginals. It is concluded that the proposed test has the best size and power properties of the tests considered.
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Cites
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Uncertainty, Financial Frictions, and Investment Dynamics
Gilchrist, S., Sim, J., & Zakrajšek, E. (2014) · National Bureau of Economic Research · doi:10.3386/w20038 · Cited by 828
Entrepreneurship and the Business Cycle
Koellinger, P. D., & Roy Thurik, A. (2012) · Review of Economics and Statistics · doi:10.1162/rest_a_00224 · Cited by 477
Stakeholder Pressure on MNEs and the Transfer of Socially Irresponsible Practices to Subsidiaries
Surroca, J., Tribó, J. A., & Zahra, S. A. (2013) · Academy of Management Journal · doi:10.5465/amj.2010.0962 · Cited by 451
Beck, J. S., Lundwall, R. A., Gabrielsen, T., Cox, J. C., & South, M. (2020) · Autism · doi:10.1177/1362361320912147 · Cited by 224
Metadata
- Authors
- Doornik, J. A., & Hansen, H.
- Venue
- Oxford Bulletin of Economics and Statistics
- Publisher
- Wiley
- Published
- 2008-11-24
- Volume
- 70
- Issue
- s1
- Pages
- 927-939
- ISSN
- 0305-9049 (ISSN-L)
- 1468-0084
- OpenAlex
- W2156661350
- Cited by
- 1,069
- References
- 30
- FWCI
- 40.36
- Type
- journal article
- Language
- en
- Open access
- closed
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