Lau, Amy Hing-Ling; Lau, Hon-Shiang; Wingender, John R - In: Journal of Business & Economic Statistics 8 (1990) 2, pp. 217-23
We present a simple but effective procedure for determining whether a reasonably large sample comes from a stable population against the alternative that it comes from a population with finite higher moments. The procedure uses the fact that a stable population sample has moments of the fourth...
