Adjusting the tests for skewness and kurtosis for distributional misspecifications

DOI10.1080/03610918.2014.988254zbMATH Open1368.62043OpenAlexW3123629671MaRDI QIDQ4976550FDOQ4976550

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

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zbMATH Keywords

asymmetrykurtosisMonte Carlo testskewnessRao score testdistributional misspecification

Mathematics Subject Classification ID

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

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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