International Statistical Review
- Internat. Statist. Rev.
- Volume 74, Number 1 (2006), 47-65.
On Testing for the Nullity of Some Skewness Coefficients
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Abstract
Three tests for the skewness of an unknown distribution are derived for iid data. They are based on suitable normalization of estimators of some usual skewness coefficients. Their asymptotic null distributions are derived. The tests are next shown to be consistent and their power under some sequences of local alternatives is investigated. Their finite sample properties are also studied through a simulation experiment, and compared to those of the \sqrt{b1}-test.
Article information
Source
Internat. Statist. Rev. Volume 74, Number 1 (2006), 47-65.
Dates
First available in Project Euclid: 29 March 2006
Permanent link to this document
http://projecteuclid.org/euclid.isr/1143654386
Zentralblatt MATH identifier
1142.62347
Keywords
Empirical quantiles Kernel estimator Mode estimation Nonparametric testing Skewness \linebreak Symmetry
Citation
Ngatchou-Wandji, Joseph. On Testing for the Nullity of Some Skewness Coefficients. Internat. Statist. Rev. 74 (2006), no. 1, 47--65. http://projecteuclid.org/euclid.isr/1143654386.
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