Testing symmetry under a skew Laplace model.

DOI10.1016/S0378-3758(02)00503-7zbMath1041.62013MaRDI QIDQ1421941

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

Likelihood ratio testExponential distributionSkewnessAsymmetric Laplace distributionCurrency exchange ratesDouble exponential distributionTest of symmetryTwo-piece distribution

Mathematics Subject Classification ID

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

Related Items (5)

A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution ⋮ Some skew symmetric inverse reflected distributions ⋮ 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 ⋮ Le Cam optimal tests for symmetry against Ferreira and Steel's general skewed distributions

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