Journal•ISSN: 0306-7734
International Statistical Review
Wiley-Blackwell
About: International Statistical Review is an academic journal published by Wiley-Blackwell. The journal publishes majorly in the area(s): Population & Estimator. It has an ISSN identifier of 0306-7734. Over the lifetime, 1743 publications have been published receiving 104510 citations. The journal is also known as: Revue internationale de statistique.
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TL;DR: In this paper, the Lagrange multiplier procedure or score test on the Pearson family of distributions was used to obtain tests for normality of observations and regression disturbances, and the tests suggested have optimum asymptotic power properties and good finite sample performance.
Abstract: Summary Using the Lagrange multiplier procedure or score test on the Pearson family of distributions we obtain tests for normality of observations and regression disturbances. The tests suggested have optimum asymptotic power properties and good finite sample performance. Due to their simplicity they should prove to be useful tools in statistical analysis.
2,796 citations