{"id":"https://openalex.org/W2795746410","doi":"https://doi.org/10.1080/03610918.2018.1485941","title":"Normality tests for dependent data: large-sample and bootstrap approaches","display_name":"Normality tests for dependent data: large-sample and bootstrap approaches","publication_year":2018,"publication_date":"2018-12-04","ids":{"openalex":"https://openalex.org/W2795746410","doi":"https://doi.org/10.1080/03610918.2018.1485941","mag":"2795746410"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2018.1485941","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2018.1485941","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5037650197","display_name":"Zacharias Psaradakis","orcid":"https://orcid.org/0000-0001-9417-4156"},"institutions":[{"id":"https://openalex.org/I98259816","display_name":"Birkbeck, University of London","ror":"https://ror.org/02mb95055","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I98259816"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Zacharias Psaradakis","raw_affiliation_strings":["Department of Economics, Mathematics and Statistics, Birkbeck, University of London, London, UK;"],"affiliations":[{"raw_affiliation_string":"Department of Economics, Mathematics and Statistics, Birkbeck, University of London, London, UK;","institution_ids":["https://openalex.org/I98259816"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5089052043","display_name":"Mari\u00e1n V\u00e1vra","orcid":null},"institutions":[{"id":"https://openalex.org/I4210095671","display_name":"National Bank of Slovakia","ror":"https://ror.org/00t7bjm27","country_code":"SK","type":"other","lineage":["https://openalex.org/I4210095671"]}],"countries":["SK"],"is_corresponding":true,"raw_author_name":"Mari\u00e1n V\u00e1vra","raw_affiliation_strings":["Research Department, National Bank of Slovakia, Birkbeck Centre for Applied Macroeconomics, London, UK"],"affiliations":[{"raw_affiliation_string":"Research Department, National Bank of Slovakia, Birkbeck Centre for Applied Macroeconomics, London, UK","institution_ids":["https://openalex.org/I4210095671"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5089052043"],"corresponding_institution_ids":["https://openalex.org/I4210095671"],"apc_list":null,"apc_paid":null,"fwci":2.6915,"has_fulltext":false,"cited_by_count":27,"citation_normalized_percentile":{"value":0.90033303,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"49","issue":"2","first_page":"283","last_page":"304"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9954000115394592,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9954000115394592,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9821000099182129,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9693999886512756,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/kurtosis","display_name":"Kurtosis","score":0.8856343030929565},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.6531882286071777},{"id":"https://openalex.org/keywords/normality","display_name":"Normality","score":0.6314737796783447},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5696204900741577},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.5583194494247437},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.5566387176513672},{"id":"https://openalex.org/keywords/skewness","display_name":"Skewness","score":0.5427262187004089},{"id":"https://openalex.org/keywords/normality-test","display_name":"Normality test","score":0.4611411988735199},{"id":"https://openalex.org/keywords/sample","display_name":"Sample (material)","score":0.459708034992218},{"id":"https://openalex.org/keywords/sieve","display_name":"Sieve (category theory)","score":0.4420032203197479},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.43358421325683594},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3592594265937805},{"id":"https://openalex.org/keywords/statistical-hypothesis-testing","display_name":"Statistical hypothesis testing","score":0.351243257522583},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.06921780109405518},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.061375051736831665}],"concepts":[{"id":"https://openalex.org/C166963901","wikidata":"https://www.wikidata.org/wiki/Q287251","display_name":"Kurtosis","level":2,"score":0.8856343030929565},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.6531882286071777},{"id":"https://openalex.org/C2776157432","wikidata":"https://www.wikidata.org/wiki/Q1375683","display_name":"Normality","level":2,"score":0.6314737796783447},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5696204900741577},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.5583194494247437},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5566387176513672},{"id":"https://openalex.org/C122342681","wikidata":"https://www.wikidata.org/wiki/Q330828","display_name":"Skewness","level":2,"score":0.5427262187004089},{"id":"https://openalex.org/C85031952","wikidata":"https://www.wikidata.org/wiki/Q3026029","display_name":"Normality test","level":3,"score":0.4611411988735199},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.459708034992218},{"id":"https://openalex.org/C17732976","wikidata":"https://www.wikidata.org/wiki/Q7511782","display_name":"Sieve (category theory)","level":2,"score":0.4420032203197479},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.43358421325683594},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3592594265937805},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.351243257522583},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.06921780109405518},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.061375051736831665},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/03610918.2018.1485941","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2018.1485941","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":57,"referenced_works":["https://openalex.org/W10228111","https://openalex.org/W1600116906","https://openalex.org/W1840939500","https://openalex.org/W1966702897","https://openalex.org/W1967873557","https://openalex.org/W1976779238","https://openalex.org/W1978180266","https://openalex.org/W1986263287","https://openalex.org/W1991475547","https://openalex.org/W1993214120","https://openalex.org/W2001125876","https://openalex.org/W2010140564","https://openalex.org/W2021785397","https://openalex.org/W2021851746","https://openalex.org/W2022112684","https://openalex.org/W2025483504","https://openalex.org/W2025607259","https://openalex.org/W2026590277","https://openalex.org/W2033263428","https://openalex.org/W2035731005","https://openalex.org/W2039462903","https://openalex.org/W2042381229","https://openalex.org/W2051295933","https://openalex.org/W2054250120","https://openalex.org/W2057678251","https://openalex.org/W2063613753","https://openalex.org/W2064000325","https://openalex.org/W2065900167","https://openalex.org/W2072155771","https://openalex.org/W2077564964","https://openalex.org/W2079760085","https://openalex.org/W2080802633","https://openalex.org/W2094687520","https://openalex.org/W2101052591","https://openalex.org/W2108446661","https://openalex.org/W2111440267","https://openalex.org/W2118753679","https://openalex.org/W2120409188","https://openalex.org/W2125714858","https://openalex.org/W2127923747","https://openalex.org/W2145438983","https://openalex.org/W2162305032","https://openalex.org/W2168745915","https://openalex.org/W2180179712","https://openalex.org/W2255108698","https://openalex.org/W2397576672","https://openalex.org/W2963805627","https://openalex.org/W3104036144","https://openalex.org/W3105105114","https://openalex.org/W3123432642","https://openalex.org/W3196620053","https://openalex.org/W3217457548","https://openalex.org/W4205653676","https://openalex.org/W4206302131","https://openalex.org/W4242200137","https://openalex.org/W4292963524","https://openalex.org/W4388215482"],"related_works":["https://openalex.org/W4286378979","https://openalex.org/W4225568567","https://openalex.org/W1496883226","https://openalex.org/W4297337052","https://openalex.org/W2028605949","https://openalex.org/W1498826342","https://openalex.org/W3216026256","https://openalex.org/W3129919015","https://openalex.org/W2041010645","https://openalex.org/W3122185550"],"abstract_inverted_index":{"The":[0,23,43,61],"paper":[1],"considers":[2],"the":[3,10,65,73],"problem":[4],"of":[5,9,14,25,46,49,57,64],"testing":[6],"for":[7,38],"normality":[8,39],"one-dimensional":[11],"marginal":[12],"distribution":[13],"a":[15,47],"strictly":[16],"stationary":[17],"and":[18,36],"weakly":[19],"dependent":[20],"stochastic":[21],"process.":[22],"possibility":[24],"using":[26],"an":[27,54],"autoregressive":[28],"sieve":[29],"bootstrap":[30,62],"procedure":[31],"to":[32,71],"obtain":[33],"critical":[34],"values":[35],"P-values":[37],"tests":[40,50],"is":[41,69],"explored.":[42],"small-sample":[44],"properties":[45],"variety":[48],"are":[51],"investigated":[52],"in":[53,77],"extensive":[55],"set":[56],"Monte":[58],"Carlo":[59],"experiments.":[60],"version":[63],"classical":[66],"skewness\u2013kurtosis":[67],"test":[68],"shown":[70],"have":[72],"best":[74],"overall":[75],"performance":[76],"small":[78],"samples.":[79]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":5},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":8},{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
