Tests for normality based on the quantile-mean covariance

• Alejo, Javier ^[5] ; Bera, Anil ^[1] ; Galvao, Antonio ^[2] ; Montes-Rojas, Gabriel ^[3] ; Xiao, Zhijie ^[4]
  1. [1] University of Illinois at Urbana Champaign

     University of Illinois at Urbana Champaign

     Township of Cunningham, Estados Unidos

     
  2. [2] University of Iowa

     University of Iowa

     City of Iowa City, Estados Unidos

     
  3. [3] Universitat Autònoma de Barcelona

     Universitat Autònoma de Barcelona

     Barcelona, España

     
  4. [4] Boston College

     Boston College

     City of Boston, Estados Unidos

     
  5. [5] Center for Distributive, Labor and Social Sciences Facultad de Ciencias Económicas Universidad de La Plata

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• Localización: The Stata journal, ISSN 1536-867X, Vol. 16, Nº. 4, 2016, págs. 1039-1057
• Idioma: inglés
• DOI: 10.1177/1536867x1601600412
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• Resumen

  • Authors present a new command, qctest, to implement tests for normality of a random variable based on the quantile-mean covariance. The test procedures are based on recent results by Bera et al. (2016, Econometric Theory 32: 1216–1252) and are an efficient alternative to existing normality tests in the literature.