A simple bera-jarque normality test for nonparametric residuals
证明了用非参数序列估计残差做的Bera-Jarque正态性检验有标准卡方分布，蒙特卡洛模拟显示样本量适中时检验效果良好。
This paper demonstrates that the Bera-Jarque normality test using residuals from nonparametric series estimates has the usual X 2(2) asymptotic distribution. Monte Carlo results shows that the test has good properties for reasonably sized samples.