Adjusting the tests for skewness and kurtosis for distributional misspecifications

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DOI10.1080/03610918.2014.988254zbMath1368.62043OpenAlexW3123629671MaRDI QIDQ4976550

Anil K. Bera, Gamini Premaratne

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

zbMATH Keywords

asymmetry kurtosis skewness Monte Carlo test Rao score test distributional misspecification

Mathematics Subject Classification ID

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

Related Items

Adjustments of Rao's score test for distributional and local parametric misspecifications ⋮ Tests for skewness and kurtosis in the one-way error component model ⋮ Testing asymmetry in financial time series

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