A robust rescaled moment test for normality in regression
Problem statement: Most of the statistical procedures heavily depend on normality assumption of observations. In regression, we assumed that the random disturbances were normally distributed. Since the disturbances were unobserved, normality tests were done on regression residuals. But it is now evi...
| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
Science Publications
2009
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| Acesso em linha: | http://psasir.upm.edu.my/id/eprint/12852/1/A%20robust%20rescaled%20moment%20test%20for%20normality%20in%20regression.pdf |