Relevant bibliographies by topics / Jarque-Bera

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  1. Journal articles
  2. Dissertations / Theses
  3. Book chapters
  4. Conference papers

Academic literature on the topic 'Jarque-Bera'

Author: Grafiati
Published: 4 June 2021
Last updated: 2 February 2022

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Journal articles on the topic "Jarque-Bera"

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Střelec, Luboš. "Analysis of power of the classical and robust normality tests against bimodal distribution." Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 57, no. 6 (2009): 253–60. http://dx.doi.org/10.11118/actaun200957060253.

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The aim of this paper is to compare the power of selected normality tests to detect a bimodal distribution. We use some classical normality tests (the Shapiro-Wilk test, the Lilliefors test, the Anderson-Darling test, the classical Jarque-Bera test and the Jarque-Bera-Urzua test), some robust normality tests (the robust Jarque-Bera test and the Medcouple test) and the modified Jarque-Bera tests, where the median instead of the mean is used in the classical Jarque-Bera test statistic. The results of simulation study show that the Anderson-Darling and the Shapiro-Wilk tests outperform the others, especially in small sample sizes. On the other hand the classical Jarque-Bera, the Jarque-Bera-Urzua and robust Jarque-Bera tests are biased, especially in small sample sizes again. Finally, the modification of the Jarque-Bera test leads to increase of power against bimodal distribution.
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Střelec, Luboš. "Comparison of power of modified Jarque-Bera normality tests and selected tests of normality." Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 56, no. 6 (2008): 137–48. http://dx.doi.org/10.11118/actaun200856060137.

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The aim of this paper is to modify the classical Jarque-Bera test and the robust Jarque-Bera test of normality. We use the median as an estimator instead of the mean in the classical Jarque-Bera test and in the robust Jarque-Bera test. This leads to the modified Jarque-Bera test and the modified robust Jarque-Bera test. Paper also demonstrates results of simulation studies of power of such tests with the various alternatives – light tailed alternatives as exponential, lognormal and gamma distribution, heavy tailed alternatives as Cauchy, Laplace, t3, t5 and logistic distributions and short tailed alternatives as beta and uniform distributions. These tests of normality are also used for normality testing of selected datasets of financial time series. Source data include logarithmic returns of monthly ave­ra­ge prices of Prague stock exchange index PX and monthly average prices of CZK/EUR exchange rate in the period from 2000 to 2007.
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Steinskog, Dag J., Dag B. Tjøstheim, and Nils G. Kvamstø. "A Cautionary Note on the Use of the Kolmogorov–Smirnov Test for Normality." Monthly Weather Review 135, no. 3 (March 1, 2007): 1151–57. http://dx.doi.org/10.1175/mwr3326.1.

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Abstract The Kolmogorov–Smirnov goodness-of-fit test is used in many applications for testing normality in climate research. This note shows that the test usually leads to systematic and drastic errors. When the mean and the standard deviation are estimated, it is much too conservative in the sense that its p values are strongly biased upward. One may think that this is a small sample problem, but it is not. There is a correction of the Kolmogorov–Smirnov test by Lilliefors, which is in fact sometimes confused with the original Kolmogorov–Smirnov test. Both the Jarque–Bera and the Shapiro–Wilk tests for normality are good alternatives to the Kolmogorov–Smirnov test. A power comparison of eight different tests has been undertaken, favoring the Jarque–Bera and the Shapiro–Wilk tests. The Jarque–Bera and the Kolmogorov–Smirnov tests are also applied to a monthly mean dataset of geopotential height at 500 hPa. The two tests give very different results and illustrate the danger of using the Kolmogorov–Smirnov test.
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Lawford, Steve. "Finite-sample quantiles of the Jarque–Bera test." Applied Economics Letters 12, no. 6 (May 15, 2005): 351–54. http://dx.doi.org/10.1080/1350485042000338653.

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Kim, Namhyun. "A robustified Jarque–Bera test for multivariate normality." Economics Letters 140 (March 2016): 48–52. http://dx.doi.org/10.1016/j.econlet.2016.01.007.

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Abdellatif, Dahmouni, Karim El Moutaouakil, and Khalid Satori. "Clustering and Jarque-Bera Normality Test to Face Recognition." Procedia Computer Science 127 (2018): 246–55. http://dx.doi.org/10.1016/j.procs.2018.01.120.

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Lo, Gane Samb, Oumar Thiam, and Mohamed Cheikh Haidara. "High Moments Jarque-Bera Tests for Arbitrary Distribution Functions." Applied Mathematics 06, no. 04 (2015): 707–16. http://dx.doi.org/10.4236/am.2015.64066.

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El-Salam, Moawad El-Fallah Abd. "A modification of the Jarque-Bera test for normality." International Journal of Contemporary Mathematical Sciences 8 (2013): 843–53. http://dx.doi.org/10.12988/ijcms.2013.39106.

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Rilstone, Paul. "A simple bera-jarque normality test for nonparametric residuals." Econometric Reviews 11, no. 3 (January 1992): 355–65. http://dx.doi.org/10.1080/07474939208800245.

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Gel, Yulia R., and Joseph L. Gastwirth. "A robust modification of the Jarque–Bera test of normality." Economics Letters 99, no. 1 (April 2008): 30–32. http://dx.doi.org/10.1016/j.econlet.2007.05.022.

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Dissertations / Theses on the topic "Jarque-Bera"

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CARMONA, ARCE MARIANA, and ROSALES HANNE CARRION. "POTENCIA DE LA PRUEBA ESTADISTICA DE NORMALIDAD JARQUE-BERA FRENTE A LAS PRUEBAS DE ANDERSON-DARLING, JARQUE-BERA ROBUSTA, CHI-CUADRADA, CHEN-SHAPIRO Y SHAPIRO-WILK." Tesis de Licenciatura, UNIVERSIDAD AUTONOMA DEL ESTADO DE MEXICO, 2015. http://hdl.handle.net/20.500.11799/94337.

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La distribución normal, también llamada distribución Gaussiana, es una de las distribuciones teóricas mayormente estudiadas y utilizadas en la práctica, su importancia radica fundamentalmente en la frecuencia con la que distintas variables asociadas a fenómenos naturales y cotidianos siguen aproximadamente esta distribución (Pértegas y Fernández, 2001). En algunas áreas de estudio tales como: Economía, Finanzas, Ingeniería, Salud, Psicología, Ciencias Ambientales, Física, Astronomía, entre otras, se desarrollan estudios mediante la inferencia estadística, donde se plantea como supuesto importante la validación de normalidad. La violación del supuesto de normalidad puede tener una influencia sustancial en los resultados de las clásicas pruebas paramétricas, en particular sobre los valores del error Tipo I, Tipo II y la Potencia estadística de la prueba (Erceg-Hurn y Mirosevich, 2008).
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Gunnarsson, Jakob, and Arvid Wenestam. "En simuleringsstudie på sannolikhet för typ I-fel och styrka hos olika normalitetstest på avrundade data." Thesis, Uppsala universitet, Statistiska institutionen, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-376201.

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When data is collected sample size and precision in measurements are often limited. In what sense this impacts the size, unadjusted and adjusted power of different normality tests is a relatively unexplored field. Therefore this paper is dedicated to perform a simulation study where these three properties of the normality tests Anderson-Darling, Jarque-Bera and Shapiro-Wilk are examined. The study is based on different combinations of sample sizes and roundings where repeated samples are drawn from both normally and asymmetrically distributed populations. The results from the study indicate that coarser roundings results in increased size and unadjusted power of Anderson-Darling and Shapiro-Wilk, while Jarque-Bera is seemingly unaffected by roundnings. The three tests have in common that a larger sample size leads to an increase in the size, unadjusted and adjusted power of the tests and that roundings have no substantial impact on adjusted power.
När data samlas in är ofta stickprovsstorlek och precision i mätningarna begränsad i olika grad. Vilken betydelse detta får för sannolikheten för typ I-fel, ojusterad samt justerad styrka hos olika normalitetstest är ett förhållandevis outforskat område. Därför dedikeras denna uppsats till att genomföra en simuleringsstudie där dessa tre egenskaper hos normalitetstesten Anderson-Darling, Jarque-Bera samt Shapiro-Wilk undersöks. Studien baseras på olika kombinationer av stickprovsstorlekar samt avrundningar där upprepade stickprov dras från både normalfördelade och asymmetriskt fördelade populationer. Resultaten från studien indikerar att grövre avrundningar leder till ökad sannolikhet för typ I-fel och ojusterad styrka hos Anderson-Darling och Shapiro-Wilk, medan Jarque-Bera inte påverkas nämnvärt av avrundningar. Gemensamt för samtliga test är att en större stickprovsstorlek leder till ökad sannolikhet för typ I-fel, ojusterad styrka och justerad styrka samt att avrundningar inte nämnvärt påverkar justerad styrka.
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Leander, Aggeborn Noah, and Kristian Norgren. "An Empirical Study of Students’ Performance at Assessing Normality of Data Through Graphical Methods." Thesis, Uppsala universitet, Statistiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385507.

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When applying statistical methods for analyzing data, with normality as an assumption there are different procedures of determining if a sample is drawn from a normally distributed population. Because normality is such a central assumption, the reliability of the procedures is of most importance. Much research focus on how good formal tests of normality are, while the performance of statisticians when using graphical methods are far less examined. Therefore, the aim of the study was to empirically examine how good students in statistics are at assessing if samples are drawn from normally distributed populations through graphical methods, done by a web survey. The results of the study indicate that the students distinctly get better at accurately determining normality in data drawn from a normally distributed population when the sample size increases. Further, the students are very good at accurately rejecting normality of data when the sample is drawn from a symmetrical non-normal population and fairly good when the sample is drawn from an asymmetrical distribution. In comparison to some common formal tests of normality, the students' performance is superior at accurately rejecting normality for small sample sizes and inferior for large, when drawn from a non-normal population.
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Paul, Thomas Vogel Jürgen. "Der Jarque-Bera Test zum Überprüfen der Normalität ökonometrischer Daten : ein Gütevergleich /." 2008. http://www.gbv.de/dms/ilmenau/abs/572151438paul.txt.

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Liu, Tse-Hsuan, and 劉哲萱. "A Study on the Performance of Spectrum Sensing based on the Jarque-Bera Normality Test in Rayleigh Fading Environments." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/16041591617606295836.

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碩士
國立清華大學
通訊工程研究所
102
Traditionally, the way to allocate of spectrum sources is fixed band in many countries, and most of the spectrum band are arranged for the certain communication services. However, the technology and devices in the wireless communication system are rapid, and more and more people use the related wireless communication services. Thus, the sources of the spectrum are rare nowadays. People realized that the limitation in the sources and need to enhance the efficient usages ratio, so they discussed the solutions to the problem. Many researches proposed a new concept of the Cognitive Radio network. In the literatures, there is a Jarque-Bera normality test algorithm to detect the spectrum is available or not under the additive white Gaussian noise (AWGN) channel. However, in the realistic world, the fading affects the transmitted signals in the wireless communication. Thus, we consider Rayleigh fading channel mode, and analyze the performance based on JB test for four approaches which depend on two factors. First is that the receiver can recover the random phase or not. Second is that the receiver use the in-phase signal or the absolute values of the signal. Moreover, we compare the performance of JB test with the performance of another statistic test.
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Book chapters on the topic "Jarque-Bera"

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Jarque, Carlos M. "Jarque-Bera Test." In International Encyclopedia of Statistical Science, 701–2. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-04898-2_319.

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Taneja, Abhishek. "Enhancing Web Data Mining." In Advances in Data Mining and Database Management, 116–36. IGI Global, 2017. http://dx.doi.org/10.4018/978-1-5225-0613-3.ch005.

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An enormous production of databases in almost every area of human endeavor particularly through web has created a great demand for new, powerful tools for turning data into useful, task-oriented knowledge. The aim of this study is to study the predictive ability of Factor Analysis a web mining technique to prevent voting, averaging, stack generalization, meta- learning and thus saving much of our time in choosing the right technique for right kind of underlying dataset. This chapter compares the three factor based techniques viz. principal component regression (PCR), Generalized Least Square (GLS) Regression, and Maximum Likelihood Regression (MLR) method and explores their predictive ability on theoretical as well as on experimental basis. All the three factor based techniques have been compared using the necessary conditions for forecasting like R-Square, Adjusted R-Square, F-Test, JB (Jarque-Bera) test of normality. This study can be further explored and enhanced using sufficient conditions for forecasting like Theil's Inequality coefficient (TIC), and Janur Quotient (JQ).
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Conference papers on the topic "Jarque-Bera"

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Subekti, Agus, Sugihartono, Nana S. Rachmana, and Andriyan B. Suksmono. "A Jarque-Bera test based spectrum sensing for cognitive radio." In 2014 8th International Conference on Telecommunication Systems Services and Applications (TSSA). IEEE, 2014. http://dx.doi.org/10.1109/tssa.2014.7065944.

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Sajan, Irin, and Ebin M. Manuel. "Cooperative Jarque-Bera Statistic Based Spectrum Sensing Using MIMO Decision Fusion." In 2014 Fourth International Conference on Advances in Computing and Communications (ICACC). IEEE, 2014. http://dx.doi.org/10.1109/icacc.2014.72.

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Ben Abbes, Ali, Houcine Essid, Imed Riadh Farah, and Vincent Barra. "Rare events detection in NDVI time-series using Jarque-Bera test." In IGARSS 2015 - 2015 IEEE International Geoscience and Remote Sensing Symposium. IEEE, 2015. http://dx.doi.org/10.1109/igarss.2015.7325769.

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Sönmezer, Sıtkı, and Yusuf Pala. "Relationship Between Mortgage Loans and Macroeconomic Values and Financial Returns." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c09.01961.

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This study has examined mortgage loan usage in terms of macroeconomic figures that may affect consumer behavior and financial instruments' returns. Multi regression analysis has been accompanied by preliminary tests such as ADF, VIF, Jarque Bera, Durbin Watson and White Tests. Results indicate that there is negative significant relationship among Mortgage loan volume and gold returns, unemployment rate, real mortgage rates and CPI. Whereas, significant positive relation has been determined with price index of new houses, USD return and consumer confidence index. The most significant relationship is determined with unemployment rate and the weakest relation is with the consumer confidence index.
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Carvalho, Fabricio B. S., Waslon T. A. Lopes, and Marcelo S. Alencar. "A Modified Jarque-Bera Test for Spectrum Sensing in Cognitive Networks Subject to Rayleigh Fading." In 2016 IEEE 84th Vehicular Technology Conference (VTC-Fall). IEEE, 2016. http://dx.doi.org/10.1109/vtcfall.2016.7880860.

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