Testing symmetry under a skew Laplace model.

DOI10.1016/S0378-3758(02)00503-7MaRDI QIDQ1421941zbMATH OpenFDO

Authors Tomasz J. Kozubowski, Anna K. Panorska

Publication date 3 February 2004

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Exponential distributionLikelihood ratio testSkewnessAsymmetric Laplace distributionCurrency exchange ratesDouble exponential distributionTest of symmetryTwo-piece distribution

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic distribution theory in statistics (62E20)

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• Estimation of the Pareto law from underreported data. A further analysis
• Linear Statistical Inference and its Applications
• Maximum likelihood estimation of asymmetric Laplace parameters
• Methods for the two-piece normal distribution
• On Bayesian Modeling of Fat Tails and Skewness
• Random fluctuations of response rate
• Robust Estimates of Location: Survey and Advances
• Robust estimators of the mode and skewness of continuous data.
• The Influence Curve and Its Role in Robust Estimation
• The epsilon-skew-normal distribution for analyzing near-normal data

Cited in

(6)

• A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution
• Testing Symmetry of a NIG Distribution
• Tests for the skewness parameter of two-piece double exponential distribution in the presence of nuisance parameters
• A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties
• Some skew symmetric inverse reflected distributions
• Le Cam optimal tests for symmetry against Ferreira and Steel's general skewed distributions

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