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We propose a new robust Jarque-Bera (RJB) test utilizing a robust measure of variance. The RJB statistic is asymptotically [chi]22-distributed and has equal or higher power than the JB test for several common alternatives to normality.
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After expressing the Fisher information in randomly censored data in terms of hazard rates, we examine the loss of Fisher information under the Koziol-Green random censoring model. Because the same parameter enters both the survival and censoring distributions in this model, the censored data...
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We present a modification of a recently proposed test of symmetry about a known center. The new test uses Wilcoxon scores to weigh the runs and has a limiting normal distribution under the null hypothesis. A Monte Carlo study shows that it is more powerful than both the runs and Wilcoxon...
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