Testing the variance of skewed distributions

DOI10.1080/03610919808813509zbMath0915.62034OpenAlexW2089790182MaRDI QIDQ4232067

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Publication date: 15 June 1999

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919808813509

zbMATH Keywords

tablesEdgeworth expansionstype I error ratecoefficient of skewnesscoefficient of kurtosis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

Cites Work

• Inverting an Edgeworth expansion
• Testing the variance of symmetric heavy-tailed distributions
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