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Search: subject:"Nonnormality"
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non-normality
58
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nonnormality
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Dufour, Jean-Marie
14
Beaulieu, Marie-Claude
10
Khalaf, Lynda
9
Yang, Zhenlin
8
BEAULIEU, Marie-Claude
6
DUFOUR, Jean-Marie
6
Ramirez, Octavio A.
6
Baltagi, Badi H.
5
Charemza, Wojciech
5
KHALAF, Lynda
5
Satorra, Albert
5
Hallerbach, Winfried G.
4
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3
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3
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3
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3
Leiva, Víctor
3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Godfrey, L. G.
2
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2
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2
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6
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4
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3
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Psychometrika
7
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6
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6
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6
Econometric Reviews
4
MPRA Paper
4
Annals of the Institute of Statistical Mathematics
3
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3
Statistical Papers / Springer
3
2001 Annual meeting, August 5-8, Chicago, IL
2
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2
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2
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2
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2
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2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
2
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2
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2
2002 Annual meeting, July 28-31, Long Beach, CA
1
Afro-Asian Journal of Finance and Accounting : AAJFA
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RePEc
103
ECONIS (ZBW)
53
EconStor
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121
Ensuring Positiveness of the Scaled Difference Chi-square Test Statistic
Satorra, Albert
;
Bentler, Peter
- In:
Psychometrika
75
(
2010
)
2
,
pp. 243-248
Persistent link: https://www.econbiz.de/10008456052
Saved in:
122
Simulating Statistical Power Curves with the Bootstrap and Robust Estimation
Herrington, Richard S.
-
2001
the psychological literature to the effect that
non-normality
and outliers have on the power of a given statistical test …
Persistent link: https://www.econbiz.de/10009475066
Saved in:
123
AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICY UNDER ERROR-TERM
NON-NORMALITY
Ramirez, Octavio A.
-
Agricultural and Applied Economics Association - AAEA
-
2001
This paper explores the impact of error-term
non-normality
on the performance of the normal-error Generalized … evidence of conditional error-term
non-normality
. The conditional distribution of the error-term in a previous mainstream …
Persistent link: https://www.econbiz.de/10005503659
Saved in:
124
Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie
Dufour, Jean-Marie
-
Centre Interuniversitaire de Recherche en Analyse des …
-
2001
heteroskedasticity,
non-normality
or dynamic specification. We point out that these difficulties often originate from the ambition to …
Persistent link: https://www.econbiz.de/10005101036
Saved in:
125
ARE CROP YIELDS NORMALLY DISTRIBUTED?
Ramirez, Octavio A.
;
Misra, Sukant K.
;
Field, James E.
-
Agricultural and Applied Economics Association - AAEA
-
2001
of yield
non-normality
. It shows beyond reasonable doubt that some crop yield distributions are non-normal, kurtotic and …
Persistent link: https://www.econbiz.de/10005536729
Saved in:
126
Asymmetric control limits for small samples
Yazici, Berna
;
Kan, Betül
- In:
Quality & Quantity: International Journal of Methodology
43
(
2009
)
5
,
pp. 865-874
Persistent link: https://www.econbiz.de/10009396242
Saved in:
127
FORECASTING FORWARD EXCHANGE RATE RISK PREMIUM IN SINGAPORE DOLLAR/US DOLLAR EXCHANGE RATE MARKET
KIANI, KHURSHID M.
- In:
The Singapore Economic Review (SER)
54
(
2009
)
02
,
pp. 283-298
non-Gaussian signal plus noise models that encompass
non-normality
and time varying volatility.The results from signal … Gaussian signal plus noise models also show statistically significant evidence of volatility clustering and
non-normality
in …
Persistent link: https://www.econbiz.de/10004964020
Saved in:
128
Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
Kakizawa, Yoshihide
- In:
Journal of Multivariate Analysis
100
(
2009
)
3
,
pp. 473-496
investigate the effect of
nonnormality
upon the nonnull distributions of some multivariate test statistics under normality. It is …'s type adjustment or Cornish-Fisher's type size adjustment under
nonnormality
coincides with that in Anderson [An …
Persistent link: https://www.econbiz.de/10005006528
Saved in:
129
Asymptotic expansions in the singular value decomposition for cross covariance and correlation under
nonnormality
Ogasawara, Haruhiko
- In:
Annals of the Institute of Statistical Mathematics
61
(
2009
)
4
,
pp. 995-1017
Persistent link: https://www.econbiz.de/10008467097
Saved in:
130
Alternatives to the normal model of stock returns: Gaussian mixture, generalised logF and generalised hyperbolic models
Behr, Andreas
;
Pötter, Ulrich
- In:
Annals of Finance
5
(
2009
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10005542195
Saved in:
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