Robust Testing For Normality Of Error Terms With Presence Of Autocorrelation And Conditional Heteroscedasticity

Stehlik, MilánMilánStehlikLuboš Střelec2025-08-252025-08-252017-01-0110.1063/1.49727472-s2.0-85013669452https://cris-uv-2.scimago.es/handle/123456789/5222WOS:000399203000154Normality of the error terms in regression models is one of the basic assumptions in the applied regression analysis. Therefore, testing for normality of the error terms constitutes one of the most important steps of regression model verification and valenacceso abiertoPhysics And AstronomyRobust Testing For Normality Of Error Terms With Presence Of Autocorrelation And Conditional Heteroscedasticityconference paper