Computes the Lobato and Velasco's statistic. This test proves a normality assumption in correlated data employing the skewness-kurtosis test statistic, but studentized by standard error estimates that are consistent under serial dependence of the observations.
a numeric vector or an object of the
a positive real value that identifies the total amount of values used in the cumulative sum.
This function is the equivalent of
GestadisticoVn of Nieto-Reyes, A.,
Cuesta-Albertos, J. & Gamboa, F. (2014).
A real value with the Lobato and Velasco test's statistic.
Alicia Nieto-Reyes and Asael Alonzo Matamoros.
Lobato, I., & Velasco, C. (2004). A simple test of normality in time series. Journal of econometric theory. 20(4), 671-689.
Nieto-Reyes, A., Cuesta-Albertos, J. & Gamboa, F. (2014). A random-projection based test of Gaussianity for stationary processes. Computational Statistics & Data Analysis, Elsevier, vol. 75(C), pages 124-141.
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