Characteristic Function-based Semiparametric Inference for Skew-symmetric Models

DOI10.1111/j.1467-9469.2012.00822.xzbMath1364.62080OpenAlexW1792148074MaRDI QIDQ2852623

Cornelis J. Potgieter, Marc G. Genton

Publication date: 9 October 2013

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2012.00822.x

zbMATH Keywords

asymmetryhypothesis testingcharacteristic functionsemiparametric inferenceskew-symmetric distributiondistributional invariance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Nonparametric estimation (62G05)

Related Items

Fourier methods for analyzing piecewise constant volatilities, Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions, Nonparametric probability weighted empirical characteristic function and applications, Density deconvolution for generalized skew-symmetric distributions, Testing for the symmetric component in skew distributions, Testing a Multivariate Distribution for Generalized Skew Ellipticity

Uses Software

• sn

Cites Work

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