Uwagi o testach Jarque’a-Bera
Some Remarks on Jarque-Bera Tests
Author(s): Czesław DomańskiSubject(s): Economy
Published by: Główny Urząd Statystyczny
Keywords: statistical tests for skewness and kurtosis; the size of a test; simulation experiments
Summary/Abstract: The paper involves a description of simulation experiments aimed at determining the size of Jargue-Bera tests for skewness and kurtosis, as well as selected modifications of those tests. All experiments refer to four different families of probability distributions and consist of one thousand runs each.
Journal: Przegląd Statystyczny
- Issue Year: 57/2010
- Issue No: 4
- Page Range: 19-26
- Page Count: 8
- Language: Polish