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Adjusting the tests for skewness and kurtosis for distributional misspecifications - MaRDI portal

Adjusting the tests for skewness and kurtosis for distributional misspecifications (Q4976550)

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scientific article; zbMATH DE number 6755061
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English
Adjusting the tests for skewness and kurtosis for distributional misspecifications
scientific article; zbMATH DE number 6755061

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    Adjusting the tests for skewness and kurtosis for distributional misspecifications (English)
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    31 July 2017
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    asymmetry
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    distributional misspecification
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    kurtosis
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    Monte Carlo test
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    Rao score test
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    skewness
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