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Original Articles

Small Sample Robust Testing for Normality against Pareto Tails

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Pages 1167-1194 | Received 30 Nov 2009, Accepted 29 Oct 2010, Published online: 02 Apr 2012

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Read on this site (3)

Enrique Terán-García & Raúl Pérez-Fernández. (2024) A robust alternative to the Lilliefors test of normality. Journal of Statistical Computation and Simulation 94:7, pages 1494-1512.
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Vlad Stefan Barbu, Alex Karagrigoriou & Andreas Makrides. (2020) Statistical inference for a general class of distributions with time-varying parameters. Journal of Applied Statistics 47:13-15, pages 2354-2373.
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Wolf-Dieter Richter, Luboš Střelec, Hamid Ahmadinezhad & Milan Stehlík. (2017) Geometric aspects of robust testing for normality and sphericity. Stochastic Analysis and Applications 35:3, pages 511-532.
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Articles from other publishers (21)

Miloš Simić. (2021) Testing for normality with neural networks. Neural Computing and Applications 33:23, pages 16279-16313.
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Dalal Lala Bouali, Fatah Benatia, Brahim Brahimi & Christophe Chesneau. (2021) Robust Estimator of Conditional Tail Expectation of Pareto-Type Distribution. Journal of Statistical Theory and Practice 15:1.
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Namhyun Kim. (2020) Omnibus tests for multivariate normality based on Mardia’s skewness and kurtosis using normalizing transformation. Communications for Statistical Applications and Methods 27:5, pages 501-510.
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M. Stehlík, L. Střelec, G. Holzknecht & J. Kise̞ák. Analysis of ECB consolidated banking data and Covid19-outbreaks: Perspectives for negative interest rates. Analysis of ECB consolidated banking data and Covid19-outbreaks: Perspectives for negative interest rates.
Ludy Núñez Soza, Pavlina Jordanova, Orietta Nicolis, Luboš Střelec & Milan Stehlík. (2019) Small sample robust approach to outliers and correlation of atmospheric pollution and health effects in Santiago de Chile. Chemometrics and Intelligent Laboratory Systems 185, pages 73-84.
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P. K. Jordanova & M. Stehlík. Logarithm of ratios of two order statistics and regularly varying tails. Logarithm of ratios of two order statistics and regularly varying tails.
Veronika Blašková & Luboš Střelec. Firm marketing strategy based on analysis of advertising campaigns. Firm marketing strategy based on analysis of advertising campaigns.
Luboš Střelec. Notes on robustness of RT class tests for normality. Notes on robustness of RT class tests for normality.
Christian Quast, Luboš Střelec, Rastislav Potocký, Jozef KiseǏák & Milan Stehlík. 2018. Statistics and Simulation. Statistics and Simulation 187 205 .
Luboš Střelec & Milan Stehlík. Robust testing for normality of error terms with presence of autocorrelation and conditional heteroscedasticity. Robust testing for normality of error terms with presence of autocorrelation and conditional heteroscedasticity.
Pavlina Jordanova, Zdeněk Fabián, Philipp Hermann, Luboš Střelec, Andrés Rivera, Stéphane Girard, Sebastián Torres & Milan Stehlík. (2016) Weak properties and robustness of t-Hill estimators. Extremes 19:4, pages 591-626.
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Namhyun Kim. (2016) A robustified Jarque–Bera test for multivariate normality. Economics Letters 140, pages 48-52.
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Milan Stehlík, Silvia Stehlíková & Sebastián Torres. Understanding water extremes with caution. Understanding water extremes with caution.
Philipp Hermann, Sarah Piza, Sandra Ruderstorfer, Sabine Spreitzer & Milan Stehlík. 2015. Theory and Practice of Risk Assessment. Theory and Practice of Risk Assessment 21 35 .
Måns Thulin. (2014) Tests for multivariate normality based on canonical correlations. Statistical Methods & Applications 23:2, pages 189-208.
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Jan Beran, Dieter Schell & Milan Stehlík. (2013) The harmonic moment tail index estimator: asymptotic distribution and robustness. Annals of the Institute of Statistical Mathematics 66:1, pages 193-220.
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M. Stehlík, L. Střelec & M. Thulin. (2014) On robust testing for normality in chemometrics. Chemometrics and Intelligent Laboratory Systems 130, pages 98-108.
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M. Ivette Gomes & Milan Stehlík. 2014. Topics in Nonparametric Statistics. Topics in Nonparametric Statistics 323 333 .
Brahim Brahimi, Djamel Meraghni, Abdelhakim Necir & Djabrane Yahia. (2013) A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment. Journal of Statistical Planning and Inference 143:6, pages 1064-1081.
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P. Jordanova, J. Dušek & M. Stehlík. (2013) Modeling methane emission via the infinite moving average process. Chemometrics and Intelligent Laboratory Systems 122, pages 40-49.
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Natalia M. Markovich & Milan Stehlík. (2013) On relationship between score functions and extremal index. IFAC Proceedings Volumes 46:9, pages 933-938.
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