Resumen de Tests for normality based on the quantile-mean covariance

Javier Alejo, Anil Bera, Antonio Galvao, Gabriel Montes Rojas, Xiao Zhijie

• 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.