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https://doi.org/10.1016/j.econlet.2016.01.007
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Cite Journal: Economics Letters |  Publication Date: Jan 21, 2016 |
 Citations: 24 |
Affiliation: Hongik University
The Jarque–Bera test and its modifications for univariate normality are generalized to multivariate versions using orthogonalization or an empirical standardization of data. Each modification has strength against some alternative distributions, and all modified test statistics show comparable power to the multivariate Jarque–Bera test.
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