Before revision:  In particular, we compare our methodology to various popular normality statistical tests, including the Jarque--Bera test that is based on third and fourth moments, and show that in most considered cases our framework outperforms all others, both on simulated and market-stock data.
After revision:  In particular, we compare our methodology to various popular normality tests, including the Jarque--Bera test that is based on third and fourth moments, and show that in most considered cases our framework outperforms all others, both on simulated and market-stock data.