Adjusting the tests for skewness and kurtosis for distributional misspecifications

DOI10.1080/03610918.2014.988254MaRDI QIDQ4976550zbMATH OpenOpenAlexFDO

Authors Gamini Premaratne, Anil K. Bera

Publication date 31 July 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2014.988254

zbMATH Keywords

asymmetrydistributional misspecificationkurtosisMonte Carlo testRao score testskewness

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics to economics (62P20)

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Cited in

(6)

• Adjustments of Rao's score test for distributional and local parametric misspecifications
• Robust Testing for Skewness
• Tests for skewness and kurtosis in the one-way error component model
• Using the Box-Cox t distribution in GAMLSS to model skewness and kurtosis
• On sample skewness and kurtosis
• Testing asymmetry in financial time series

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