On Testing for the Nullity of Some Skewness Coefficients

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 sequence...

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Bibliographic Details
Published in:	International statistical review Vol. 74; no. 1; pp. 47 - 65
Main Author:	Ngatchou-Wandji, Joseph
Format:	Journal Article
Language:	English
Published:	Oxford, UK Blackwell Publishing Ltd 01-04-2006 International Statistical Review Blackwell International Statistical Institute
Subjects:	Applications Consistent estimators Degrees of freedom Density estimation Distribution theory Empirical quantiles Estimators Exact sciences and technology Gaussian distributions Infinity Kernel estimator linebreak Symmetry Mathematics Mode estimation Nonparametric inference Nonparametric testing Parametric inference Perceptron convergence procedure Probability and statistics Random variables Real numbers Sciences and techniques of general use Skewed distribution Skewness Statistics Symmetry Nonparametric testing Test statistic Mode estimation Kernel estimator Empirical quantiles Coefficient of skewness Statistical method Hypothesis test Statistical test Skewness Skewness measure Numerical simulation Test power Application Symmetry
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