An approximation to the limit distribution of the epps-pulley test statistic for normality
| Year of publication: |
1990
|
|---|---|
| Authors: | Henze, N. |
| Published in: |
Metrika. - Springer. - Vol. 37.1990, 1, p. 7-18
|
| Publisher: |
Springer |
| Subject: | Cumulants | Empirical characteristic function | Johnson system of distributions | moments | Pearson system of distributions | test for normality |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005156018