On Testing for the Nullity of Some Skewness Coefficients

Ngatchou-Wandji, Joseph

Internat. Statist. Rev., Tome 74 (2006) no. 1, p. 47-65 / Harvested from Project Euclid

Résumé

Three tests for the skewness of an unknown distribution are derived for iid data. They are based on suitable normalization of estimators of some usual skewness coefficients. Their asymptotic null distributions are derived. The tests are next shown to be consistent and their power under some sequences of local alternatives is investigated. Their finite sample properties are also studied through a simulation experiment, and compared to those of the \sqrt{b₁}-test.

Publié le : 2006-04-14
Classification: Empirical quantiles, Kernel estimator, Mode estimation, Nonparametric testing, Skewness, \linebreak Symmetry

@article{1143654386,
     author = {Ngatchou-Wandji, Joseph},
     title = {On Testing for the Nullity of Some Skewness Coefficients},
     journal = {Internat. Statist. Rev.},
     volume = {74},
     number = {1},
     year = {2006},
     pages = { 47-65},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1143654386}
}

Ngatchou-Wandji, Joseph. On Testing for the Nullity of Some Skewness Coefficients. Internat. Statist. Rev., Tome 74 (2006) no. 1, pp.  47-65. http://gdmltest.u-ga.fr/item/1143654386/