• Title of article

    A simple test for multivariate conditional symmetry

  • Author/Authors

    Liangjun Su، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    5
  • From page
    374
  • To page
    378
  • Abstract
    This paper proposes a simple consistent nonparametric test of multivariate conditional symmetry based on the principle of characteristic functions. The test statistic is shown to be asymptotically normal under the null and consistent against any conditional asymmetric distributions.
  • Keywords
    Characteristic function , test , Conditional symmetry
  • Journal title
    Economics Letters
  • Serial Year
    2006
  • Journal title
    Economics Letters
  • Record number

    436094