A note on testing symmetry of the error distribution in linear regression models

DOI10.1080/10485250500095660zbMath1076.62069OpenAlexW2015877701MaRDI QIDQ5712071

E.-R. Nagel, Natalie Neumeyer, Dette, Holger

Publication date: 22 December 2005

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

Full work available at URL: http://hdl.handle.net/2003/4987

zbMATH Keywords

linear modelgoodness-of-fit tests\(M\)-estimationtesting for symmetryempirical process of residuals

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Analysis of variance and covariance (ANOVA) (62J10)

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Testing symmetry based on empirical likelihood ⋮ Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting ⋮ Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function ⋮ Testing conditional symmetry without smoothing ⋮ Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models ⋮ Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient ⋮ A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models ⋮ Specification tests for the error distribution in GARCH models ⋮ Tests for symmetry based on the integrated empirical process ⋮ A Monte Carlo evaluation of the performance of two new tests for symmetry ⋮ Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models ⋮ Goodness-of-fit tests in semi-linear models ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models ⋮ A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models ⋮ A rule of thumb for testing symmetry about an unknown median against a long right tail

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