## 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{b*_{1}*}*-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**

https://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. https://projecteuclid.org/euclid.isr/1143654386

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