Robust Testing for Skewness

DOI10.1080/03610920601001774MaRDI QIDQ3435997zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

heteroscedasticitynonparametric bootstraprobustnessskewness

Mathematics Subject Classification ID

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

Recommendations

• A Modified Skewness Measure for Testing Asymmetry
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Cites work

• Bootstrap procedures under some non-i.i.d. models
• scientific article; zbMATH DE number 3976122 (Why is no real title available?)
• The moments of products of quadratic forms in normal variables

Cited in

(7)

• Testing for skewness of regression disturbances
• On the robustness of symmetry tests for stock returns
• Adjusting the tests for skewness and kurtosis for distributional misspecifications
• Bootstrap-assisted tests of symmetry for dependent data
• A rule of thumb for testing symmetry about an unknown median against a long right tail
• scientific article; zbMATH DE number 5019954 (Why is no real title available?)
• On Testing for the Nullity of Some Skewness Coefficients

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