Robust Testing for Skewness

DOI10.1080/03610920601001774zbMATH Open1109.62032OpenAlexW2127704906MaRDI QIDQ3435997FDOQ3435997

Authors: H. E. T. Holgersson 

Publication date: 8 May 2007

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601001774

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• A Modified Skewness Measure for Testing Asymmetry
• On Testing for the Nullity of Some Skewness Coefficients
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• A new way of quantifying the symmetry of a random variable: estimation and hypothesis testing

zbMATH Keywords

heteroscedasticityrobustnessskewnessnonparametric bootstrap

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric statistical resampling methods (62G09)

Cites Work

• Bootstrap procedures under some non-i.i.d. models
• Title not available (Why is that?)
• The moments of products of quadratic forms in normal variables

Cited In (7)

• On the robustness of symmetry tests for stock returns
• A rule of thumb for testing symmetry about an unknown median against a long right tail
• Title not available (Why is that?)
• Testing for skewness of regression disturbances
• On Testing for the Nullity of Some Skewness Coefficients
• Bootstrap-assisted tests of symmetry for dependent data
• Adjusting the tests for skewness and kurtosis for distributional misspecifications

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