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

asymmetrykurtosisMonte Carlo testskewnessRao score testdistributional misspecification

Mathematics Subject Classification ID

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

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Cited in

(6)

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

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