A Diagnostic Test for Normality Within the Power Exponential Family
提出一种局部一致最有效无偏拉格朗日乘子检验，用于检验回归扰动项在幂指数分布族中的正态性。蒙特卡洛研究显示该检验计算方便且功效较好。
This article develops the locally uniformly most powerful unbiased Lagrange multiplier test of normality of regression disturbances within the family of power exponential distributions. The small sample power properties of the test are compared in a Monte Carlo study with 6 well-known tests across 12 alternative nonnormal distributions. In addition, the finite sample power properties for nonnormal alternatives within the power exponential family are summarized by estimating response surfaces. The results suggest that the proposed text is computationally convenient and possesses relatively attractive power properties even against alternatives outside the power exponential family.