Testing symmetry under a skew Laplace model.

DOI10.1016/S0378-3758(02)00503-7zbMATH Open1041.62013MaRDI QIDQ1421941FDOQ1421941

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)

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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)

Cites Work

• Linear Statistical Inference and its Applications
• The epsilon-skew-normal distribution for analyzing near-normal data
• Title not available (Why is that?)
• On Bayesian Modeling of Fat Tails and Skewness
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• Robust estimators of the mode and skewness of continuous data.
• Robust Estimates of Location: Survey and Advances
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• The Influence Curve and Its Role in Robust Estimation
• Estimation of the Pareto law from underreported data. A further analysis
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• About monotone regression quantiles.
• Random fluctuations of response rate
• Methods for the two-piece normal distribution
• A note on density mode estimation
• Maximum likelihood estimation of asymmetric Laplace parameters
• Title not available (Why is that?)
• Asymmetric Laplace laws and modeling financial data

Cited In (6)

• 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
• Tests for the skewness parameter of two-piece double exponential distribution in the presence of nuisance parameters
• A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution
• Testing Symmetry of a NIG Distribution

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