Original paper
Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
Abstract
For testing normality we investigate the power of several tests, first of all, the well-known test of Jarque & Bera (1980) and furthermore the tests of Kuiper (1960) and Shapiro & Wilk (1965) as well as tests of Kolmogorov–Smirnov and Cramér-von Mises type. The tests on normality are based, first, on independent random variables (model I) and, second, on the residuals in the classical linear regression (model II). We investigate the exact...
Paper Details
Title
Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
Published Date
Dec 27, 2006
Volume
34
Issue
1
Pages
87 - 105